Thread lock on anything other than the front sprocket nut is out as far as I am concerned.
I have heard of guys thread locking exhaust studs into the head, and the exhaust manifold nuts, that's not asking for trouble is it?
Also thread lock on front fork steering head pinch bolts and front fender/mudguard mountings, not for me in cast alloy. guys sometimes thread lock the axles in and the fork bottom pinch bolts, why?
I know some say that it is a belt and braces technique and better be safe that sorry, my new S/S head studs went in with copper slip as did my front fender mountings and my axles and all the pinch bolts.
I take the manifold nuts off one at a time just once in a while and re-apply copper slip.
I struggled like a loony getting my rear disc of when I changed it, copious amounts of plus gas for about a week before hand, gave them several hard sharp cracks with a ball pain hammer (flat side) and also used a gas blow lamp on them, they all came out but there were beads of sweat were on my brow expecting the worse, that will not happen again, proper spanner headed stainless steel bolts went back in with a smear of copper slip applied to each, that was two years ago you know what not one has come loose and I know that if I need to change it again it will be much easier next time.
Anyway those dome headed allen/allan screw headed things really are made of cheese, often your Allen key will wreak them. the sprocket is not so bad but again no thread lock, they seem to have inserts in the nuts/bolts.
I always reckon that a steel bolt going into alloy will often be a bastard to get out without thread lock because of electrolysis between the two metals that white powdery stuff inside threads is not good.
In my opinion only.
PS:
The bolts that hold the sprocket on pass right into the centre of the hub where those ventilation holes that are in the hub, you can actually see the threaded part of the bolts sticking through into the void, usually covered in rust, also 10-12 mm longer than they need to be thats 10-12mm of rusted bolt that has got to be unscrewed through the threaded soft alloy hub, (I replaced mine with Stainless Steel 10 mm shorter than the ones that came out) with Copper slip.
A Dremel with the flexy snake type lead and a small rotary wire brush helps inside the hub to clean the threads, you cant get at it all but if you clean 50% it helps, it's also a good spray plus gas on them inside the hub as well.