My $0.02,
Red Loctite should be considered near permanent or in some cases permanent when correctly applied. I worked for an equipment manufacturer for a number of years and there were a few yahoos that would put red on just about everything they screwed together. I remembered their names when I was in BFE in the middle of the night pouring the heat to some poor little grade 5, 1/4-20s just to remove a guard! I've gotten pretty good at extracting screws too, after some other yahoo finished twisting the hex off of one of those. Get a bunch on a big screw and/or fine threads and you could end up having a real good time. I've seen hydraulic cylinders with threaded heads that "theoretically" were rebuildable, but "realistically" may as well have been welded because the mfg assembled with red.
I use blue on a lot of stuff, but always CLEAN the mating parts - Loctite 7649 primer and compressed air.
With respect to the loader mounts - If they are problematic and always require re-torque, then I'd for sure put blue on there. I don't think I'd disassemble and reapply each look-see though. If the blue doesn't help hold them, then it's probably just a poor design and you'll just have to live with the occasional re-torque and eventually thread repair.
If the threads in the blind hole are hosed, consider a heli-coil before oversizing. Is the material cast? If you're worried about drilling too deep, flatten the very tip of your drill on the grinder. (I've got a great document that'll help teach you how to get the point back).
Keep the change!