For the thermal paste, it would be on the threads of the heatbreak. However, I’m not sure that’s necessary if using the Snapmaker all-metal hotends. Or even how/if the heatbreak is still threaded. (I haven’t disassembled the new hotend and don’t know if anyone has tried. The nozzle cannot be changed on it.)
One of many methods discussed in the original clog thread about all-metal heatbreaks.
On old hotends you would add a little thermal paste on the heatbreak threads. I used some Noctua cpu thermal paste. I didn’t find it made any significant difference though (if that’s all you do).