MOST Loctite the average person uses can be loosened with an application of heat.
There are two ways of doing this best for this type of application: Use a soldering iron with the tip on the head of the screw. Use a hair dryer set on high. The soldering iron will apply a more direct, and limited, amount of heat without heating the surrounding parts.
When you're done and you've cleaned the existing Loctite from the threads, if you wish to use Loctite again then I recommend using Purple Loctite (Loctite 222, a low strength locking compound for tiny/small screws like what jewelers screwdrivers would be used on), or at most Blue Loctite (Loctite 242, a medium strength locking compound for small screws normally fastened with standard hand tools) . Do NOT use Red Loctite or any other Loctite.
I say "any other Loctite" because Loctite comes in many strengths and purposes. Some of the Loctite might as well be JB Weld or superglue for all practical purposes. (In fact, Loctite does make superglue, but that's not intended to be used as a locking compound).
So...use Purple only. If you need something a bit stronger, then use Blue. But that's it. The idea is to use the lowest strength required to avoid exactly the problem you're encountering now.