First of all, get a brass bleeder screw. Idk why you're screw would be on there so right but oh well. Pick up a brass one and never look back.
I also recommend going easy on making it so tight. Just screw it in gently till it stops.
If I'm remembering correctly the lower hose should click into the expansion tank. There's a wire clip that snaps into the tank. If the snap doesn't engage a leak is inevitable.