Case assembly does not call for threadlock, and I think it's a bad idea. I ALWAYS use anti-seize. I have never heard of cases coming loose, but thread corrosion can be a problem. A word of caution, however. Anti-sieze reduces the amount of torque required to achieve the target tension on a fastener by as much as 20%. Use a torque wrench, but don't torque to the top end of the torque spec, rather set your torque wrench to the lower third of the torque spec.
Tightening sequence is not really critical so long as you tighten everything evenly and in at least three stages.