I've never tried the Harbor Frieght thread locker, but I have tried a number of the brand X thread lockers sold in hardware and autoparts stores. Very disappointing results. Some didn't do anything - others were no where near as good at holding as 3M's Locktite brand.
Now I only buy the Locktite. It's not cheap, but it works, and even the smallest bottles last for many years of mounting new scopes, or moving scopes I have from gun to gun.
Paul.