Where is it coming loose head or muffler? I've had good luck using permatex high temp in the gold tube... I used it to seal the threads though... the muffler never loosened before or after using it... I've also used teflon tape good results.

Have you tried tightening the nut's right after you fly it? the heat can help set the nut's better.

I wonder if you have bad threads in the mix? maybe replacing the header pipe would help? how about trying a double nut at one or both ends? how about drilling a small hole and running a screw in it if the problem is at the muffler end?

JB would work but I sure wouldn't use it unless I had no other options.

John