Have been in your exact shoes - in fact about a year ago! The reason(s) that can happen vary. I came to the conclusion that I either didn't have the long JMP baseball bat pipe hanging at EXACTLY the center of gravity - Or when I mounted the retaining hook I allowed it to hang a micron too low or too high - or a combination of both. This combined with the vibration from a DF engine and its more than a header bolt can handle. I am assuming if you went with the stock setup that I did - you have a retangular retaining bracket that bolts into the header and then holds the pipe by the lip?? I think this stock setup probably works great for many setups - but it didn't for me. With the help of the great people here on RCU I got a better setup going. I'll describe that in a sec. --- now to the bolts.

I too used locktite as per instruction. I think if you used blue then you are probably fine - I have heard others say the red locktite is pretty tough. Anyway I was able to wrestle my bolts out with needle nose after SOME TIME. You know, put it on the coffee table by the TV - fight with it, put it down, fight with, etc. I think I also used tweezers. Although it did not come down to it some people recommended more drastic things like tapping the bolts with a really small tap then unscrewing etc. I think if you take your time you can get those bolts out with maybe just a few scratches. (be careful to not let any fragments from the bolts make their way into the piston area)

Once you get the bolts out (and get done celebrating lose that retangular mounting bracket and invest in a pipe retaining wire from BVM. Like $30 bucks or something and worth its weight in gold. Since that wire goes around the engine head there is not that tremendous pressure on the header from vibration and you will not break anymore bolts!

I can probably come up with some pictures if you would like. BTW - Mine was a Yellow F-16,