Sometimes manufacturers put a bit of blue Loctite on the threads... makes the torque needed to initially 'break' the threads/unscrew a bit higher. I wouldn't be

Sometimes manufacturers put a bit of blue Loctite on the threads... makes the torque needed to initially 'break' the threads/unscrew a bit higher. I wouldn't be that concerned, buying a replacement screw kit for the HDD caddy will be a couple dollars on Ebay if you really do strip the head.