I think you did the right thing using longer screws and nylock nuts. Where the bottle cages mount if there is room to, use a longer bolt and a nylock nut on the back of the fitting (you may need to wrap with tape to prevent the bag from being chafed). Here and where the thing clamps to the saddle rails, I suspect that it might be a good idea to use some Belleville washers under the bolt head and nylock nuts on the back of the fitting. The belleville washers (which are known as 'disc springs' in the US) provide a joint clamping load that is (to an extent) independent of 'how tight the bolt is' and a stiffness that can be better matched to the bracket that is being clamped. The bracket stiffness is high where the bottle cages mount and low where the bracket mounts onto the saddle.
You may not be able to get enough force with a single washer, in which case two or more may be 'nested' to make a spring that is twice as stiff, or 'inverted' so as to make a spring of reduced stiffness and more travel.
If you are going to use loctite on a bracket like that, it is better to use a higher strength grade (e.g. red) than 'blue'.
It seems to me that it is likely that the bracket flexes where it clamps to the saddle, and may deform in such a way as the clamp is going to loosen. With Belleville washers fitted, the peak load seen in the bracket (as, say, you go over a bump) may be reduced enough that the bracket doesn't deform permanently.
cheers