Side step installation question - threadlocker or lube?

New member her folks, but been lurking for a few weeks now. I have just a quick question about installing some side steps - my truck did not have steps originally, so it still has the little plastic plugs and I've noticed some rust in the threads when I remove those plugs. I'm trying to figure out if there's some sort of prep I should do to the screw holes before install - part of me wants to use thread locker to prevent hardware coming loose, but another part of me wants to use anti-seize or some other lubricant for corrosion protection. Any input would be greatly appreciated - thanks everyone in advance!
-Terry

 

I should also mention that I do have some "Extend" rust treatment and also some "The must for rust" treatment (I believe this is made by Krud Cutter) - I suppose I could just treat with that beforehand but still not sure if I'd still need some sort of anti-seize.