Ah. I had an on-center T4 that wasn't threaded so I had a bolt/nut arrangement. You might try switching to studs so you can use a mechanical locknut. When a stud is torqued down using a double jam nut method, it will not vibrate loose. Note that studs for the manfold to head connection and typically, turbo to manifold connections use studs and they don't usually come loose.
The gasket maker will likely burn off.
You can also try finding bolts that come drilled for safety wire or make your own. I made some using allen head bolts. Using a piece of angle metal, drill a hole through it sized for a tap that matches the bolt's threads. Tap the hole accordingly. Then screw a bolt in until it seats. Clamp the angle to a drill press so that the bolt is perpendicular to the drill bit and drill a small hole through the side of the bolt head. The bolt head will need to be thick enough (which is why allen head bolts worked for me). You can make several very quickly by only removing the bolt from the angle and putting a new one in. Use the bolts as normal, but when everything is tight, use safety wire through the holes and lock each one to something so that it prevents it from unscrewing itself. If you think it out properly, you can use one wire and arrange it so that any bolt that wants to come loose would tighten another bolt. The easy way would be to use one wire for each and wrap it around the downpipe. To tighten the wire, twist them together. To get it really tight, put the ends of the safety wire in a drill and pull the trigger. It will twist up uniformly and make it easy to cinch it down. Don't over do it as it may break the wire at the base of the twisting.
there are also some bolts made for exhaust manifolds and such. They are pricey, but effetive. Stage 8 is one company that makes these.
http://www.stage8.com