Firstly, do they even need threadlock, 'cos i seriously cannot imagine them ever coming loose if torqued properly?
And secondly, as the disc is being changed, would it not be a great idea to take the bike for a spin and use a lot of rear brake, because that will heat all the disc bolts up anyway!
Agreed, threadlock is not necessary in my view. I've used Copaslip when I change the discs and they haven't unscrewed themselves.
As for the rear disc heating the screws and wheel hub, it just doesn't.
Well, no more than a few degrees anyway.
Steel is a lousy conductor so most of the heat is lost to the air directly from the disc. What little does get there is then distributed rapidly through the whole wheel (aluminium is an excellent conductor), so it never gets the bolts any more than tepid.