A few tips on Loctite, and colors of loctite...there are MANY MANY kinds and colors...
The best kind is this "Red" kind (#222)
http://www.loctite.com/int_henkel/lo...id=19&layout=3
the "Blue (242)...this is the small screw, removable kind, but 1/4" screws or larger...
http://www.loctite.com/int_henkel/lo...id=19&layout=3
There are also "Wicking" grades, and also "Retaining" types..these are for bearing assembly...if you use these on a small screw, it will take heat to get it off...
The best thing you can do when using Loctite on a servo screw, is to use a Socket head Cap screw...allen keys offer much better quality than the junk screws t hat come with these servos...they are 2.5mm x 8 mm long...
Hope this helps..