Hi Charlie,
The MTH locos in question here seemed to have blue Loctite on their rod screws.
In my opinion, all forms of Loctite with which I am familiar are too strong for toy train applications, with the possible exception of the worm gear on the motor. That's why i use clear fingernail polish on the threads.
I am only familiar with Loctite Blue, which is supposedly weaker, and Loctite Red, which is more aggressive, and don't know anything about the type that gunsmiths use. But I have observed that everyone who uses Loctite seems to go with whatever type is too aggressive for our soft little Chinese brass screws.