If Henry can't come up with a fix, you might want to try Vibra-Tite instead of Loctite. Vibra-Tite is painted on the screw and allowed to dry, then installed. It's designed for resisting vibration, as the acrylic on the fastener remains softish and relies on friction to hold. Also makes it removable/adjustable. Loctite dries hard, but if recoil breaks down that hard material it stops working. Their VC-3 is probably the right one to use. Don't paint it on the first couple threads if at all possible. That first install after applying, it's much easier getting the threads engaged. After the first install, it doesn't really matter.
It does make Loctite look like the inexpensive option, though. You may have seen fasteners painted with this or similar in other commercial applications that see repetitive loads or vibration. (Snowboard binding screws, for instance.) Vibra-Tite will do it at home.
I have used Vibra-Tite VC-3 with mixed results. It would still use it in some applications, but my experience has been that it works better in theory than in practice. The main problem I have had is very inconsistent results.
Sometimes, even with a good amount of VC-3, it does not get much bite. The screw goes in almost as easy as with nothing, and it ends up with some resistance against loosening, but not too much. Other times, a screw with VC-3 feels very stiff going in. It can even be hard to fully tighten, and this can happen even with not too much VC-3. In these cases, the screw is indeed secure. But the screw ends up not easy to loosen, or reinstall, or generally work with.
I tried various ways to apply VC-3 more consistently, and in varying amounts, but I was never able to get consistently satisfactory results. However, for a screw that needs to be removed, adjusted, or fiddled with, I may still prefer VC-3 over loctite. When the VC-3 works well, it does what it is supposed to, and gives a firm screw that be loosened and retightened, and hold firmly each time. Loctite is not great for screws that need to be removed and replaced.
Regarding the screws in the picture with a commercial thread locker, I have found that to be quite different than VC-3. It looks slightly like VC-3, but on close inspection, it is much more plastic like, and it looks and feel different. Those screws work well in some applications.
Overall, I am surprised that a screw is continuing to loosen with blue loctite. In most applications on firearms, blue loctite works well. As mentioned, I have VC-3, but I mostly use blue loctite. Did you carefully clean and degrease the threads before using loctite? This can be important for getting a proper bond. I usually degrease with alcohol, but if it is working poorly, acetone might be better.
If blue loctite is really not working, the factory warranty is a reasonable choice.
