If you detect gas actually flowing (as opposed to a stuck pressure gauge needle) it might be a bit of debris caught up in the regulator control valve itself. You might give this a try to blow out any caught-up crud:
- turn the cylinder valve off
- remove any low pressure hose, open the low pressure shut-off valve if so equipped
- turn the regulator pressure control clockwise to "very high". You want to maximize the gap in the control valve for this.
- get a good grip on the assembly, then briefly open the cylinder valve to cause a short blast through the regulator. Repeat once just for grins (it's kinda fun
)
- turn the regulator pressure control counterclockwise to "zero"
- put everything back together, open the cylinder valve, and see if the regulator is still leaking at "zero" pressure setting.
- if it's still leaking seek a rebuild kit for the regulator body. Once you've done one rebuild it takes like ten minutes to do the next...
Cheers!