I remember a long time ago when I was using a stock exhaust the end cap had a bad habbit of falling off after I removed it and put it back on, we don't want to use locktite here... especially not Red locktite, the stud will twist off before that stuff lets go...
Mine went back on fairly easily after lining everything up but when there were a few snags I just gently maneuvered it either by twisting or rocking it into place using a nut to help draw it up, no need to beat on it to get it back in.
Also if you do have trouble with that nut constantly backing out, use 2 of them, use the first one to hold it snugly in place, then use the second one as a jam nut and it won't go anywhere... And that long baffle on the end cap... You can cut it short and it won't make the engine too much louder.