Sorry to hear of the problems mate, but there are alot of good threads already about Cat diffs on here - have a search and Im sure youll find the answer.
For me, Ive never used loctite on any of my Cat diffs, and they have never worked loose.
I dont think it makes a difference what way round the diff goes in the car. If its tight, its tight.
One thing to remember is that it is normal for a newly built (or refurbished) diff to work loose on the first run or two, so I always just re-tighten it up on that first race day after rebuilding. Then it should last months!
EDIT: oh, and make sure that you really lock down that grub screw. You know youve done it tight enough when you cant turn either of your hex drivers anymore no matter how hard you try!