I have 6 PCP rifles, and there is only one threaded fastener in the group that has any type of locking compound. The trigger sear engagement adjustment on the HW100 uses a tiny grub screw that is locked by a second screw. Problem is, the top locking screw is almost impossible to tighten without changing the sear adjustment. So I left it out and used a drop of the mild Vibra-tite on the main screw.
My point, I think thread locking compounds are used way too much, and may cause more problems than they solve. I'm not saying you don't need it in this application, it's not one I know, but I suggest something mild, and in a very small amount.