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Re: your lost screw - drop an email to Timefactors or register on the associated forum and ask (timezone?) about replacements or at the very least the dimensions so you can hunt for a substitute. Have you used all the bracelet links? If not there’ll be a spare screw in one of them...
Not sure about threadlock, if I had a persistent problem with one screw I would use a teensy dab.
I lost a little screw out of my Smiths Everest bracelet.. are these a standard item that I could find elsewhere or specific to timefactors? Also can I threadlok or similar to prevent it happening again?