By "valve" do you mean the quarter-turn shut-off valve on the low-pressure output of the regulator?
Closing shut-off valves should never cause a problem with the regulator regardless of the pressure setting.
I do it all the time - both the shut-off right at the reg and the shut-offs on manifolds down stream - and on multiple regulator makes/models (Taprite, Micromatic, Chudnow - they all behave the same).
In any case, if you have the "bad" regulator dialed down to where there should be no pressure on its output, and you have released the held pressure on the output (ie: open the shut-off valve briefly), but its output pressure gauge is still reading pressure above zero, it would indeed indicate a problem with the regulator.
But that could be as simple as a bit of crud stuck in the pin valve seat, which you might be able to clear thusly:
- close the cylinder valve
- turn the "bad" regulator pressure control a few turns like you were dialing up a high pressure setting (ie: clockwise)
- open the shut-off valve below the regulator - and remove any attached gas line
- get a good grip on the cylinder and open the cylinder valve for a short blast or two.
To see if it worked:
- dial the regulator down to "zero"
- close the shut-off valve
- slowly open the cylinder valve and observe the "bad" regulator's pressure gauge.
So the idea is to make the "gap" at the pin valve seat as large as possible by cranking the pressure setting up in the hope that a crud particle can be flushed out by the cylinder pressure.
If that doesn't clear the problem the next step is to rebuild the regulator...
Cheers!