Hi,
Has the existing hose connector got a rubber seal rather than the brass ‘bull-nose’?
If so, they can have a tendency to not seal at first; if you connect then open the valve then close it again you should be able to nip up the connector.
Alternatively, It could be the cylinder which is causing the bad seal.
For fitting the new pipe you can buy leak detector fluid or aerosols from Screwfix etc. Hope you get it sorted.