There are different grades of Loc-tite™ Thread locker available. Red high strength, Blue medium etc. Normally you apply a small amount to each part before assembly. Also there is a penetrating grade that you apply after assembly. Be careful not to get any of the product on plastic parts or the finish of your axe as certain plastics will be damaged.
I have used teflon tape to prevent dart shafts from coming loose from the barrels and many players use small "O" rings which compress and work much like a lock washer does keeping tension between the shaft and barrel.
As a last solution you can try turning your amp down!! ; )
Rok n Roll!