If you look up pain in the ass in the automotive dictionary it says see headers/see trying to keeps headers from leaking. 
Headers it seems are designed to leak. Repeatedly. Either that or they are some of the worst designed pieces ever sold on the automotive aftermarket. Your choice. Me, I vote for all of the above.
OK you will have to be able to remove all the nuts and bolts that hold the headers to the head. You will have to move the header out (along the axis of the head studs) by at least the exposed length of the head studs + the thickness of the header flange. If the studs stick out 1/2" from the header flange and the header flange is 3/8" you will need to be able to pull the header at least 7/8" from the head. You may well find that it is necessary to start the mission impossible music as header are often designed is such a way that this is pretty much impossible. It can be done, but it can be damn difficult.
You may/probably will have to disconnect the back end of the header from the exhaust in order to be able to move the header enough in the correct direction.
Some tips:
When you get the header free, check the header flange for warpage. If it isn’t flat, it will leak again.
If it isn’t real flat, sometimes dual gaskets will help. I have seen cases where guys have used two and three gaskets to get headers to seal. :rolleyes:
I have also seen guys use a factory gasket (metal clad) against the head, and a header gasket against the header. The factory gasket is more heat resistant, and the header gasket is softer to conform to the irregularities.
Use rust penetrant on the bolts / nuts before you try and disassemble them. Maltby and PB Blaster are the two best brands I have found. Maltby is very hard to find. PB Blaster is available at NAPA stores. (Note: the link shows the case price, not an individual can price.)
The hot ticket on the rust penetrant is the night before with a warm engine spray each nut and then come back say an hour later and spray it again. In the AM one more quick shot, and go for it.
Be advised that some of the studs make have developed issues, and may break when you either disassemble or re assemble the header. Unless you are a very good shade tree mechanic, this repair may well be beyond your ability in the car. You might have to pull the head to have the broken stud drilled out. If this happens, have all the studs replaced. It is much better to spend a few extra bucks at the machine shop then have to pull the head a second time. FTR the last time I did an exhaust manifold I had to replace 4 out of 8 studs.
You are correct, Loctite will not lock on header studs, the temp is too high.
USE ANTI-SEIZE on the studs and bolts when you reassemble. for the love of OG if you follow no other advise I give follow this one.
Consider using new factory nuts on the studs. Often times the factory will use a mechanical locking nut on exhaust manifolds to prevent them from loosening and creating a leak.
If it looks like you have to buy an odd ball tool to get to some of the nuts, go ahead and buy it. As I mentioned before, you will probably have to go there again. Several companies make ratching box wrenches with swivel heads, which might be just the ticket for your [del]headache[/del] header
Good luck