no, not generally, as you fill just below the plug, if anything maybe some teflon paste to prevent it from rusting or leaking if so desired
I do not use any sealant. No leaks from the plug. It is not under pressure (assuming the axle vent is installed and clear!). No harm in a little sealant but not normally used at this location in my experience.
As far as tapered pipe plugs go in general, there are different classes of thread quality. The highest quality (rarely available) does not need any any sealant in pressure applications. "Standard" quality needs sealant. Some of the stuff the home improvement store sells will not seal regardless of what sealant is used in my experience.
