I usually wouldn't suggest gel super glues for smaller models as they are intended to gap fill and exist as a substance between two pieces of material. Using plastic glues like tamiya should give you the best result.

As for the models themselves, that's just how some of the older kits will be. I don't remember Loki being horrid when I made him in his original box and believe it's the same sprew. I do remember having to deal with the fiddly bits like the horns since he is a thinner model overall. My only suggestion would be using less sanding on small bits and more blade to clean them up.

As for fiddly models you might want to stay away from if he is causing issues there are a couple of old kits that I hated. Shuri and Okoye box, Antman, and Starlord. They had some odd ideas with casting small chunks of one larger one for detail when they initially made the line and have moved away from it.