Not sure if this is helpful, but every time I've encountered a headset that wouldn't stay tight, it was because I wasn't tightening it enough to begin with. Cartridge bearings can stand a lot more preload than loose balls. And it seems, based on my experience, that tightening just until all the play is gone, as I had always done with loose balls, really leaves a tiny amount of play that eventually increases.

So I'd recommend cranking down on the adjustment ring either until you feel the bearings start to bind or until you feel like you should stop. Hopefully that does the trick. A little heat (perhaps from a hair dryer, anything more intense could damage the frame) should help loosen the Loctite you applied so long as you didn't make the mistake of using a high strength version.