Actually
I use Loctite Red for prety much everything, it is not WHAT you use, it is how you use it.
I rather the extra 'care' to remove components put together with red, than risk something not quite locking properly and coming loose.
Loctite Red - however - is a bit of a general term, I prefer to use 271 as it starts to loose its qualities at about 100 degrees C, thus components can be dropped in some hot water before loosening if they do not want to play ball, but at normal temperatures, they will be difficult to remove (i.e CO2 Bottles)
If you do not want quite this flexibilty of strenght over a temperature range, then I suggest 222 (also Red) as this is classed by loctite as a "Low Strength compound for easily broken small components (i.e Reg screws, anti-dbs etc)
Non of these (or any others I have used) would require any more than a hot air gun to remove, Gas axes are reserved for chopping up Tippmann 98s and roasting pork.