First do not use any type of thread lock on plastic. All so what is use to loosen up thread lock is heat so I do not know how well it will work on the exhaust. Sure does not work on motorcycle exhaust. Not sure you can do this on yours but I put a long screw throw and a nut on the back after threading throw the header.

Purple for very small fasteners the weakest
Blue removable what we use on our RC
Red bearing retainer I use this on a lot of motorcycles
Green sleeve retainer