Muffler fell off, lost the bolts.

Welcome to the forum. We're here to help.
Most hardware stores will carry 6mm X 20 Allen head capscrews. Remove the studs and nuts, toss them in the trash and install the Allen head bolts, with lock washers. You'll need a 5mm Allen wrench too. Do not overtighten them. Snug them down until you flatten the lockwashers then give them just a little, very little, more torque. The blue locktite is not a bad idea but the heat of the exhaust will negate a lot of its holding properties. Incidently the heat was the reason your nylon lock nuts didn't work. It melted the nylon and kept it from doing its job. Something you should check is if the muffler flange is laying flat against the cylinder exhaust port. Many of the flanges come with a warp and do not allow full contact. Sandpaper on a flat surface can show you if the flange is flat or if it needs some sanding/grinding to give you a good contact surface. I flange that will not lay flush will cause premature failure of the gasket and loosening/loss/failure of the fasteners used to hold the muffler on.
Tom

I'm not sure what you mean by "head cap". Can you post a photo, or elaborate on what part you mean? If you're talking about the studs which the muffler used to mount on, visegrips can be used to turn them out. Another method is to use two nuts back to back but since you've lost the nuts there's no need to buy more just to remove the studs. Visegrips will do the trick. Turn them counter-clockwise to loosen them.
Tom