You bet. Using a high temperature solder is a perfectly reasonable way the attach thermocouples. Just remember that the solder will not flow on the thermocouple. You need to use a solder iron to lay the solder over thermocouple to hold it in place.
For a given thermal oven recipe, expect that the temperature of a solder connection to be higher than the temperature of a component body.
Going backwards, the a possible reason that you've had spotty results attaching your thermocouple to components is that some components have mold release on them, which would make them very slippery. Additionally, those components are less likely to take conformal coating, but that's another story.
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