I would not use any kind of thread locker on that connection since it needs to connect in order to send the signals. One thing you can do, and do it VERY lightly, is use a wrench to tighten it just a touch more than you can with your fingers. Maybe 15º of rotation from finger tight.
Another thing, if you are having an issue with it coming loose, you may have a vibration somewhere. These frames on the 210mm quads are thick so it will transfer the vibration to anything on the quad. Try balancing your props and see if that helps as well.
And I'm glad you got it all working. As for having a hard time in FPV but not LOS, that is because you are still in the mindset of LOS. Keep flying FPV and one of these days, something will 'click' and you will have great control over the bird. If there is anything we can do to help with this, all you have to do is ask!