houd

You could try two clamps on the joint, or have a welder tack it together! Unless you are bashing the exhaust on the ground offroad, the most likely reason for it to keep popping apart is a backfire, usually on overrun. Have you changed anything lately which may have left the engine running rich?

If you are threading through a piece of flat strap or similar, nothing. However, if you were cutting a 'blind' hole, i.e. not right through, you need the finisher to cut the thread properly right down the hole. Trefolex, because it stays put, rather than dribbling away. See answer above; right through if it's possible, or to just short of the base in a blind hole, then the same with the finisher - snapping a hardened steel tool in the hole is bad news ....