ORIGINAL: r2champion
Did you clean the threads and nut before applying thread locker? I would imagine the exhaust residue would have a negative effect on the thread locker.
The exhaust loosening is a pretty common problem. Just be sure to clean all threads, apply thread locker, and tighten them back firmly.
I took some rubbing alcohol to the threads, nut and exhaust let them sit for a few then reattached. still no joy.