oldcarandtrucknut,
I think that doo-dad seals mechanically...no dope needed. As I remember, the adapter bushing , which is a pipe taper and might seal better with pipe sealant, threads into the head.
The sensing bulb sits inside this, and is sealed on a small shoulder as the second nut is tightened.
The second nut, (square nut?) mechanically seals the bulb in the adapter fitting...hope this is right!
Stuart