Loctite Red/Blue?

[jsr]

On big front impacts, the blue loctite on my pinion set screw held tight, but allowed the pinion to slide forward and eventually off the motor because while the pinion is flat-sided, it's flatsided all the way to the end. I need to cut a slot/dip in the flat-side to keep the pinion in place. The blue loctite did it's job in keeping the set screw in place, but that still doesn't prevent the pinion from sliding off completely.
Blue loctite anything that's metal-to-metal. I still have some parts I never did. So far, so good, but some have some off (and parts lost).