ok first up is empty the bottle, DONT be tempted to try and tighten it up while the bottle is under pressure, ok it may be very rare but it is possible to strip the thread by tightening it, if this were to happen that guage would be coming off with 5000psi behind it and that is gonna HURT!
empty the bottle completely then put the reg in a vice and remove the guage completey, clean the threads out on both sides and then reloctite it....let its set for at least as long as it says on the bottle before repressurising it otherwise you stand the chance of blowing the loctite out of the thread.