think of the system as two separate systems, the tank, reg, lines disconnects etc and then the keg.
Do you turn on the gas, turn it off and see a pressure drop in the regulator?
If not, do you connect the gas to the keg and hear anything leaking? Test your connection with star san or soapy water. Any bubbles? What about around the pressure valve and the lid? Did you lube the o-rings?
I had a leak and i could hear it but it wasn't until i got a lot of star san on the posts that i realized i had cut an o-ring on the in post and the gas was leaking out that seal.