I always get a kick out of questions like this, because of what I know, and apparently many others do not.
Loctite has a huge range of products and while they are grouped into colors generally, each group has a range of characteristics, specifically formulated for specific categories of applications.
GO look at their catalogue. You'll see what I mean.
Some formulas are meant to be permanent, never to be removed. Some are "permanent" but made to be removed with heat. Others are made so parts can be removed with the usual tools. Some are high strength, some less so, some low strength.
Where I used to work, we had at least 4 different "red" loctites, 240, 242, 246, and 271. We also had blues, and greens. And different grades of those, as well. Each one was for a specific application in our industry, and using the wrong one would mean your project would fail QC and have to be redone. if not canceled due to your ignorance...
The product I would recommend for gun screws is "Guntite" and was sold under that name by Birchwood Casey. The last tube I bought (years ago, and not used up yet) had GREEN lettering.
Don't use Loctite "red" or "blue" or even "Green" without doing some basic research and knowing which one is which, and what it is made to do, and not do.