If it is some hard grey stuff, I'd like to know the answer as well. I destroyed one regulator trying to get the inlet pipe out, so I could gang two regulators. The case cracked before the joint would release! I think it's Bondo or JB Weld. The other regulator used Teflon tape and came apart without a problem.
Remember one unassailable statistic, as explained by the late, great George Carlin: "Just think of how stupid the average person is, and then realize half of them are even stupider!"
"I would like to die on Mars, just not on impact." Elon Musk