Reg Manuals and Diagrams are much much different. You miss out on the lube specifics, torque specs, and adjustment procedures if you just get the Blow-Up Diagrams that are found on the internet.
True there are some actual repair manuals out there for your older regs such as pre 2000's Sherwoods, Scubapro 109's, Mk5s etc etc.
I don't suggest lube on threads. Best you can do is take a very thin film of lube, rub it into your finger tips, then swirl the Oring along your fingertips. The Oring should look glossy at most, or have no change in appearance.
All you're doing with this procedure is:
1) Making sure the Oring isn't bone dry or brittle (you can do this visually and use lube if needed, but honestly I would use a different Oring if that's the case)
2) using your lube fingers to swipe any lint away (but lubed orings do attract lint more if you drop it right after you lube it)
Realistically you don't need lube on the static orings, like those on the hose threads going into the first stage.
You don't even really need it on the LP Regulator side, the pressure is so low that your hose will turn the same with or without lube.
HP hoses are a different story, lubing up your SPG Spools can make a difference.
Silicone lube is fine, but it washes away and degrades easily. O2 lube will still be there when you open up your Reg for it's next service. What ever you want to take from that.
I would only really push the O2 lube when lubing SPG spools and gumming up Dynamic Orings in your first stage. Otherwise your other connections won't make a difference what lube you use (assuming you're not O2 cleaning).
Now days, I don't mix and match out of principle when I service, but if you're just doing parts here and there yourself it's fine. I've used silicone all my time before getting officially tech certified. No problems mixing second stages with silicone lube while my first stage was O2 lubed.
I wasn't spending the $$$$ on O2 lube when all I was doing was hose changes and second stage rebuilds on my bed.