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I wouldn't use any type of thread locker like loctite . You should use a non- hardening thread sealer (permatex make diff kinds) if you want on your intake and waterpump.
For any bolts that actually make their way into water jackets (cylinder head bolts and some of the intake manifold bolts) use a high-temperature pipe thread sealant. This will keep coolant from creaping past the threads. Permatex (the makers of Loctite) market a very good one. It stays soft so that it's easy to remove the bolts later. Look for it a places like CarQuest or UAP Napa - it's in a white tube. Canadian Tire sells it as well, but not all locations will carry it.
I don't know if the water pump bolts make their way into the water jacket but if they do, then use the high-temperature pipe thread sealant I've just mentioned. If not, it's still OK to use the high-temp stuff, but a standard pipe-thread sealant (like Permatex blue) is fine. And again, places like CarQuest, UAP Napa, and Canadian Tire sell the stuff.
I use Permatex #2 aviation sealer on head bolts and intake bolts. Keeps water from leaking past head bolts, and gives extra insurance against vacuum leaks on intake. As far as water pump bolts, I don't use anything on those.