Compact the soil in the trench to start with if it's been disturbed. Then bed the pipe in pea gravel, stone or sand. Use materials that require little to no compaction around the pipe. Sand does have a greater risk of washing if there is a leak. Also consider the surrounding soils, don't try to fill over soupy mud. I use pea gravel and #57 stone. Only downsides are the cost and not fun to dig back up. Other materials can be used, but it's more work to get fully compacted.
For the thread sealant, first check the fitting to make sure there were molded well and that there is not a step or mismatch in the male threads from the mold halve not being aligned. It's generally only an issue on male threads. Also check the threads are not out of round. The fittings should thread together without tough spots. Don't over tighten. I have used Oatay Hercules and Oatay standard pipe dope without issue. Don't try using PVC cement, it will likely setup before the fittings are fully threaded together.
If you can install the threaded fittings in the skimmer housing before they are installed it's a lot easier.