I didn't use locktite, but I did use never seize on the manifold side. As for the DT header, why did you choose that one? I heard it has/had problems because of that welded o-ring never sealing right.
I have heli-coiled and tapped several 22 heads *ON THE ENGINE*... It was really hard and I never was satisfied with the results.
I have my own theory on why the stock studs pull or spin. The studs are in aluminum alloy and the difference in expansion coefficients, plus I think the two metals don't like to live together... that causes a corrosion on the threads and weakens the soft threads in the head. The other thing that causes them to spin is the stock self-locking nut.. too much friction and torque. Loctite is good. On my '85 I used never-seize compound on the header threads and just a split lock washer and hex nut. I had to re-tighten them about 3 times before I got them to stay tight.
I have had a DT header on both my '86s and my '85. Yes, the mating flange to the head is a bad design and should be perfectly flat. I had to have all 3 of my DT headers machined flat and smooth. I think the DT header is the best all-around Tri-Y header for a 22R or RE. If I were racing my truck in the Baja 500 and would be WOT most of time at 5,000 RPM, then an LCE 4-in-to-1 header might be better choice.
Just a DT header and 2.25" exhaust with free-flow cat and muffler on a stock 22 will get about 10% increase in torque and HP numbers. Back in late 80's I had a chance to meet and talk to one of Doug Thorely's engineers, he said the tri-y header is the easiest and least expensive modification and gain in throttle response in 22.
That's just my worthless opinion.