bet they were oily. Blue threadlock takes about an hour at least to set.
pull the screws and clean with acitone or carb parts cleaner same with the internal threads and dry. put just a touch on the tip of the screw and run it in snug and leave overnite.
Blue loctite works best when warm and on snug fitting parts if the threads are dammaged or dirty it will not hold.
BTW if you have a cnc tail you might think of investing in a 2-56 tap actually two of them one to retap the threads and cut the end off the other and use it as whats called a bottoming tap to run the threads all the way in as far as possible, try not to hit the boom though[]. CNC tails are really bad on threads pulling out as the internal threads are of very poor workmanship and you will probably need to retap them up one size and I found that 2-56 is perfect and the new 2-56 screws that you will have to purchase (also have to cut to length and fit each one) will fit your 2mm hex head driver. So far I have had every 2mm screw in my cnc tail and head pull out or work loose. If the screw passes through a bearing souch as on control arms you will need to clean and epoxy the screw in or use red Loctite. The 2-56 screw fix will not work on the control arms with bearings, bearings are too small for the screws.