Glad you got a some replacements, and can hopefully deal with the sheared off one. Ford uses thread locker from the factory on them. I am not sure that you would need the medium or strong stuff with those larger bolts, I personally use medium which is disassemble-able with hand tools, but it is a large bolt and does go through heat cycles.
It was obvious on my 97 Mark VIII that the shop couldn't remove the caliper bracket and that they also couldn't get the rotors off (I could see where they beat on the rotors trying to get them loose, thinking they could get them off without getting the caliper bracket off). Super long breaker bar and having done these brakes many times before (97 Cougar has same brakes, also put them on my 89 Cougar) so knowing how to access the bolts and how high up the car needs to be to get them loose, helped.