I am trying to remove the set screw to release and remove the firing pin in my Kel Tec P11.  It appears that it has red loctite on it (from factory, as I bought it new).  Using an allen wrench I couldnt budge it.  My P11 is the HC model so I don't want to harm the chrome finish.  Is it ok to apply heat to it, or will it harm the finish, metal, firing pin, etc?  Are there other recommendations to remove the screw without stripping it?  Help is appreciated!    
 

FWIW, I don't think KT uses any RED locktite on pistols.  If there is any locktite at all on your FP screw, it is blue and heat applied to the screw with a soldering iron would be the way to go.  If heat doesn't work, the screw is simply in there really tight. I have seen folks resort to cutting a slot in the screw head with a dremel and using a flat screwdriver to remove it.  If you have to do this, tape up the area around the screw really good to avoid damage to your finish in case something slips.  If I were you, I'd call KT now and request a new screw.

on the pf9 screw they use some grey stuff. that doesnt work good at all.