The problem child screw that keeps loosening under use/recoil is usually one that is less than a good fit in the threads. Either the threads in the frame or the screw threads are loose,,maybe both and though you can tighten it, a small amt of recoil and flexing of the frame will loosen it right up again.

I'm not completely opposed to using a thread locker in these instances, but I'd rather use something less resistant to removing the screw if I need to.. Plain old shellac applied to the screw thread and replaced will hold just fine in most instances. Same idea as nail polish (lacquer).

One way to tighten a loose screw /threaded hole setup is to carefully hammer the shank end of the screw itself a couple taps. The screw setting on a lead block so as not to damage the head.
What you are doing is very slightly by a couple .000 expanding the dia
of the shank as well as ever so slightly reducing the tpi dimension. (you are squashing it!). Don't over do it!,,or the screw will not rethread into the hole.

Done right, the screw will tighten with a much better fit into the same hole.
Takes some finesse and experience before you go hammering on the finished screws of a firearm,,but that's one way it's done.