Exhaust nut - do they ever tighten anti clockwise ??

Dommies don't generally have the same problem with loose exhaust nuts as the isolastic suspended Commando.  They have conventional clockwise threads.  Something inside must be distorted.  I'd try penetrating oil to lessen the damage, and unscrew it the normal way.  Then find out.  One of mine often tries to go wrong - but not far before I start all over again and get it right.  Nuts do need very careful alignment.  I always assemble with copper grease.  Some say that's wrong but it's always worked.

Where head threads are damaged from the pipe flange chattering against the last threads nearest the valve ,i have used a thicker gasket from a large Suzuki to bridge the damage . Rose nuts can be tightened more once head  hot . Clean carbon from all threads .Where large diameter pipes ( usually Atlas or early 650) are tight in the rose due to bend ,the inside of rose can be opened out with a rotary tool or lathe.

John Hudson once explained to me that the problem as described is known as 'fretting'. That this can take place between two adjacent and generally round surfaces. But not always.
Basically the engine vibrations, while it is running, set up a high frequency vibration that rubs the surfaces together enough to actually minutely wear material away. 
Eventually, the wear becomes great enough to allow serious movement between the respective pieces and parts can become loose.
Exhausts repeatedly falling off Norton Twins is (are) well-known but also on the list can be added ........ the Magneto ATD nut and the vertical crankcase join under the barrel base join.

Every Norton I have ever owned has done this. The easy fix is to tighten the nuts by hand. Then mark two of the 'fins' on the nuts, 5 o'clock on the left nut and 2 o'clock on the right nut, and drill 1/16'' holes in those fins. Then replace the nuts and do them up as tight as you can. Take the bike for a good blast and retighten the nuts. Let it cool down. Insert a piece of lockwire into one of the nuts, twist it until it is almost at the other nut then thread it through that nut and tie it off.