The sealing happens at the gasket - not at the threads. Sealant can potentially damage the gasket, or interfere with the gasket seal.

"all connections are outside" Be sure to follow the instructions for protecting it and for bonding it.

Main ground rod is in the immediate vicinity, so that is easily accomplished. I actually have three ground rods plus underground copper plumbing, though in the past 39 years, there have not been any 'near-misses' - unlike my own past "experiences" with lightning. :-0

Well, the trick with CSS is bonding it so it is at the same electrical potential as the surrounding metal. Follow the instructions and don't substitute "what you think it should be".

Where I live, we would have a storm - and a new million dollar house would burn down. Was happening a lot. Lightning wasn't hitting the house - but it was close enough to cause an induced current in the CSS which was used in the new houses but not the old houses. The CSS was unbonded and an arc would jump between the CSS and something metal nearby. The arc was enough to put a hole in the thin-walled tubing and ignite the gas. So you had a fire.

Again, don't get creative with the bonding or the thread sealant. Follow the instructions.