I've replaced two drums on CVA rifles, obtained from Deer Creek. One drum had the nipple blow out. I replaced the nipple with an over size thread one. It also blew out. The owner regularly used a 150 gr fffg powder charge and I found out the clean out screw had been drilled and tapped for a larger screw, which didn't leave enough material to hold the nipple. A new drum and nipple fixed it.
The second one had the same problem the OP has. It was fixed using red Loctite but the drum threads had stretched to the point the drum also blew out. Lucky it didn't hit anyone. The threads in the breech plug were fine and a new drum tightened and indexed just fine. Last I knew the rifle was still going fine and the owner no longer removes the drum. It is my experience the breech plug is made from stronger steel than the drum so if threads let go it's the drum threads not the breech plugs.
The second one had the same problem the OP has. It was fixed using red Loctite but the drum threads had stretched to the point the drum also blew out. Lucky it didn't hit anyone. The threads in the breech plug were fine and a new drum tightened and indexed just fine. Last I knew the rifle was still going fine and the owner no longer removes the drum. It is my experience the breech plug is made from stronger steel than the drum so if threads let go it's the drum threads not the breech plugs.