I wouldn't use Loctite in that area ,especially if you got set screws!
For one thing ,the pillow ball is not going any where ,so your not going to
lose anything ,the ball cap in the knuckle will keep it in place!
Set screws are hard to get out an are easily stripped ,an I wouldn't recommend
Loctite there either.
I would just keep check on them every now & then to make sure they are tight!
You also have to make sure that you allow enough clearance for suspension
travel an not allow the drive axle to come out too far out of the diff cup!
If it ever does ,at speeds ,it can bind an snap a cup or destroy an axle!
Ive destroyed a super duty Mip axle that way in which p-ed me off because
they are very exsensive ,an hard to find for an AE Mgt.
Just bash it!....