Sure there's enough water in the airlock? Pressing the lid to test it may suck some water out into the bucket when you release the pressure. On the other hand, if there's lots of water in there, the "hat" in the airlock will get jammed up against the lid of the airlock and won't move. If you want to test the grommet or any other potentially leaky area, use soapy water instead of plain. Also, look at the water levels in the airlock: if they're almost the same, even during vigorous fermentation, then it's more than just a pinhole.
Whatever the case may be, some people ferment in open containers, which works alright, and you're doing better than that.
"Give it time, young one." -- Somebody
Bucket: Bee Cave Brewery Haus Pale Ale
Glass carboy: Unnamed Belgian
Better Bottle: Empty
Bottled/drinking: Brewer's Best IPA, Molasses Porter