When I was a small engine mechanic, I used to fix permagreen ride on sprayers. There was a pulley that was made of aluminum, but the set screw was steel. Blue or red loctite never worked. Across the street from us, there was a fastener place that had a open house/barbecue day. They had a Loctite rep there, I asked him what was going on. He said, they have a special Loctite for different metal types. Since different metals heat up and cool down at different rates, it causes the regular Loctite not to work properly. It would actually break down.
So there is a special Loctite, and don't ask me what the number was, I cant remember that far back. I also remember, when I bought it, it wasn't cheap!