If you use threadlock you'll most likely never get the screws out again without stripping them or great difficulty, they shouldn't come loose if you build it all properly, never had a problem with screws in mine in 2 years of running it without the stuff
The new shock caps arn't standard just an optional part & I'd suggest you stick to associated shock oil as losi oils are abit different ie: ae 30wt & losi 30wt won't feel the same! Setup the car as per the manual & when you find a track you can race on find out what setups the drivers there are using to help you as can't give a good starting setup without knowing where your going to race.