The female port keeps coming loose, and I could solder it to the prong to keep it in place. Only problem is - is this safe? If not, would hot glue be a viable alternative method of securing it?
It is safe to do it if you do not damage the components by using too much heat. I assume that you intend to remove the plastic housing of the Dupont connector first, so you might just as well cut off the connector or cut a patch lead in half to give you two fresh wires to solder to components
When I have temporarily connected LEDs to female Dupont connectors in the past I have doubled the LED lead back on itself to make the connection more secure but this can damage the connector and make it unusable for normal pins afterwards so do it at your own risk
ah, so it is only safe to do if you remove the plastic port connection and solder the bare copper wires to the LED prong?
If you do not remove the plastic from the female Dupont connector you will not be able to solder it to an LED
Unless of course, it is one of those Copper Coated Aluminium leads. 
I normally put a metal clip like an alligator clip, or self closing tweezers or pliers, across the leads, near to the led itself, to take away some of the heat.
Somewhere I have the little aluminium clips sold by Tandy "back in the day" for this purpose.
An alligator clip will not usefully do this, but an artery forcep (US: "hemostat") or even better, needle holder would be excellent.
Note that if you know of a day surgery which uses disposable surgical instrument kits, you may be able to talk them out of some (suitably washed) used instruments. 
An alligator clip will do at a pinch, but yeah, not ideal. I usually use these self closing/locking soldering tweezers. Cheap to buy on Amazon.
I just put a dab of hot glue to hold the DuPont connection. If I ever want to change anything, I just warm the glue and pull the connector off.
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