You might also try this instead of or in addition to loctite.
With the cylinder out of the gun, place two or three empty cases in the chambers. Then clamp the front end of the ejector rod in a vise with copper jaws or copper padding. (I used to use pennies, until the gum mint stopped using copper.) Holding the cylinder turn it clockwise to tighten the rod.
The copper will prevent damage to the rod, and the cases keep strain off the ejector star.
Jim