Since your jet pump and cone are new I think you should use the sealant called for in your service manual on the cone when you put in on (probably loctite 518). You might want to also put some silicon lube on the o-ring and be careful that it does not move out of its groove when you put the cone on. Install and tighten the 3 bolts to spec (use blue loctite), fill with pump oil and pressure check the jet pump per the manual. If the pressure holds, then install the fill cap with the sealant called out in the manual (probably loctite PST 592). If it does not hold pressure, you can check for leaks with soapy water around the cone. I think the only other place to leak would be the seal on the driveshaft side of the pump, but since you pump is new that should be new also. The manual will also have specs for play on the impeller driveshaft and torque for impeller install. Personally, I would not use very much red loctite on the impeller. It only makes it more difficult to remove.