linseed oil with DT Swiss Pro Lock nipples I will build a new wheel with DT Swiss Pro Lock nipples. It will be wy first time with these. Iread they feature an adhesive compound that helps the wheel to keep true (DT Swiss marketing). Will I still have to use linseed oil as usual ? Or could this compound be affected by oil ?

Do it per DT instructions and don't use anything extra. The compound on there does it all.

I've heard reports of using any additional thread retention making Prolocks very hard to true without excessive windup. I haven't done it myself though (and rarely touch Prolocks except occasionally when they're used on prefab wheelsets).