be careful with loctite, i would speak to a model shop, you dont want anything to strong else youll never get it undone, to be honest you dont really need it that often, build your car, run it then check the screws, if something keeps coming loose then threadlock it
as for exhausts, if your looking at getting a novarossi engine, look on novarossi's website, they have suggested pipes to go with there motors.
your car will run fine without an external filter.
1/10th cars you can fit a .12 motor or a small block .15, but in the uk if you ever decide to race the .15 motor is only legal in the 1/10th gt class.
if you have any question regards running/buying in the uk feel fre to pm me, i will try n help you the best i can
Shepherd V10 Velox Idm evo 4
Shepherd V8 velox Idm evo 4