You can pick up blue loc-tite at your local hardware store (hand tool removable).

As far as grease goes, I never grease driveshafts, cvds, universals, and drive cups. Grit and debris get trapped in grease and act like sandpaper. Dry graphite lubricant is better suited as it does not attract or retain debris.

For lubing gears, I never use thick or sticky grease for gears(except inside gear differentials where it is used to tune diff action). It robs power. You want the gears to spin as freely as possible. I use lithium grease on my ring and pinion gears. It has good bonding properties with the metal gears and provides minimal rotational resistance. It also cleans up nice.