Threadlocker is a a kind of adhesive for the thread of screws. Some screws of the reels are applied it. Its effect is lost after removing the screws. So, when you remove the screws you had better apply new threadlocker on it.
Select the removable type.
You can see the red threadlocker on this picture. If this screw loosen, the oscillation mechanism is broken.
Apply the threadlocker on it.
The most reels needs it.
On some of reels, threadlocker is applied on line guide screw. The picture is Daiwa's Emblem and Tournament of ABS. You can see the blue threadlocker on it.
But most reels do not need it on this point. When your reel is not applied it in the factory, it does not need.
This type of Shimano needs the threadlocker on the small screws.
I don't think it is good design.