About CVD's pins, yes for sure you need to use thread lock, but you have lot of quality and hardness of thread lock !
Personally I use Loctite hard thread lock on the pressure screw thread but also on the end of the screw, like this I never loose a pin on 15 years of racing CVD's !
About wheel nut, the solution to be using US style nut !
The M4 thread looks pretty near than the US thread (CVD type)
Use aluminium Losi nut directly on original TRF wheel shaft !
For the fun, in Japan I saw satoshi Maeuzumi using Rayspeed rear hub, with B4 CVD's, when I ask why, he said that's just for big race to do not loose a wheel during the race, he use US type nut with MIP CVD's . Since he saw my car with my tip, he use evrytime !