The trick to securing an extractor rod that loosens up is to use only a tiny drop of Locktite 242 (blue formula) on the threads. Too much may drip out of the threads and interfere with extractor movement.
I consider this to be an essential precaution on a revolver for serious use. If that extractor rod backs out when you are engaging game that bites back, you will be stuck with a jammed gun that you can not reload.