are you leaving the loctite in long enough to set? try applying it just before you go to sleep and let it sit overnight. that should give it enough time to set and harden. after that you shouldn’t have to worry about that screw coming loose for quite a while.
i have a set of hfx nines on my fluid and have experienced that same problem with the adjustment screw coming loose every so often.
i picked up a tube of permatex 242 (same thing as loctite 242, but different brand) and that pretty much solved the problem. the only other problem i’ve had with my nines is that i got some of the permatex on the pivot for brake lever and the little piston that goes into the master cylinder, which made it stick after squeezing the lever. i fixed that though by taking the brake lever’s pivot screw out and just wiggling the brake lever around to get the dried permatex out. haven’t had any problems since then.
and if you haven’t done it already, consider sticking a small piece of duct tape over that little plastic master cylinder plug to prevent it from popping out during a run. having that pop out and having your brake fluid spill out everwhere isn’t fun at all.
oh, just f.y.i. some reviews for the hayes hfx mags also mention the adjustment screw coming loose every so often... so it’s not just a problem with the nines.