I would suggest taking it a step farther then loctite.  Weld all the sections of screw together as it is assembled.  It's only going to take a few minutes to do as it is put together....takes a whole lot longer to find the bolt which came out or sheared when the auger is plugged up because only half of it is turning. 

If someone can tell me even one marginally good reason the screw needs to be in short pieces once it has been assembled  I'd be interested in hearing it.