I believe Cynoacrylate is poor thermal conductor. Won't it affect the thermal conductivity from heat sink to the thermister?
The junction to ambient thermal resistance of the thermal sensor is high so the lowest thermal resistance between the heat sink and thermal sensor is not required.
Holding the thermal sensor captive is a good idea; I have sometimes seen the adhesive pop off. But there are other ways like drilling a hole into the heat sink and mounting the sensor inside or using a sensor which has its own mounting hole for a screw.
NEVER use cyanocrylate near anything that heats up, it will vaporise and create a big mess - including sticking to your eyballs!
i would like to shoot the people that use it to tack down wires for this reason!
It should not be getting that hot. I have never had a problem with cyanoacrylate when used to tack down wires and sometimes prefer it as it is easy to loosen with a heat gun if necessary although that is also the case with many adhesives.