Have you connected the power antenna wire(assuming the new headunit has one)?
You may have 2 completely different issues at play here, possibly a dead antenna and a dead radio tuner.
You can get high temp sealants from places like Supercheap Auto, Autobarn and Repco.
http://www.permatex.com.au/_products/Automotive/thread+compounds/thread+sealants/Permatex+High+Temperature+Thread+Sealant-1318.aspx