Blue or red thread lock?  

Huh.    This is how it looks taken apart.

anybody have a pic of what it is suppose to look like?     Is this something I can fix myself?     Or, thread lock the hell out of it?

The job is to screw in the gas piston, then back it off about 1/2 turn.  Don't screw it in tight.

Then precision drill the hole through the piston.  The hole in the piston should be slightly larger then the hole in the bolt carrier.

Use a Dremel carbide ball cutter or a countersink, to grind or cut a shallow countersink on each side of the hole in the carrier.

Insert a common nail or any other correct size mild steel that's a snug fit in the holes in the bolt carrier, but slightly smaller then the hole in the piston.

Use a ball peen hammer to rivet both sides of the pin, making sure the riveted ends flow into the countersunk holes in the carrier.

Grind/file the excess rivet off on both sides flush with the sides of the carrier.

Apply paint to the carrier to finish the job.

The countersunk hole on each side gives the rivet room to flow down below the surface of the carrier.  That way when the excess is ground off enough rivet remains to secure the pin.

Once riveted the gas pistol should have slight movement or wobble to allow the piston to self-align with the gas block.

The only difficulty is making certain the drill doesn't drift and go through the piston crooked.
If you're not sure on this, most any machine shop can do it for you easily.

Thank you for taking the time to explain all of that.

For the curious, who built this AK?

The common statements for belief  is there should be wiggle and movement.   But Pin it  and have fun

I was going to say - first time I have ever seen that in any AK type.  I hope you got this sorted.

I have seen many WASR rifles with this same condition.  Piston is usually torqued very tight, with zero wiggle.

drill and pin. If that’s not your bag use Rockset and crank that boss down as hard as you possibly can. Rockset has much better heat resistance than locktite

Get one of these

https://www.gunpartscorp.com/products/517990C

And it should look like this

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You can roll pin it.  The pin is only preventing it from unscrewing.  KNS pistons ship with roll pins and they work fine.
It does appear you're missing the hole drilled through the silver piston part.

The piston needs a little wobble, I would not advise Rocket.

Now that I think about it, I don't believe my wasr piston is pinned either. I've shot it that way for years. Guess I found my next little project.

On a bunch of factory guns, they pin them and then blend them so well you can't even see the pin.  When drilling out the pins to swap to a KNS piston, you can really have to look hard for them.

This is the way.

It is suppose to have a bit of play in it, but still needs to be pinned to keep it from backing out.

My WASRs I had back in 2004 had the piston welded into the carrier by Century Arms monkeys for 922r compliance.

May I suggest if you don't feel like drilling your piston you can go to leesmags and he has surplus pistons w/ a new rivet for as little as $5 plus shipping. It's always nice to have a spare.