Yep, it can be very frustrating.
Make sure you're opening the valve on the tank all way tight.
If it's leaking, you should be able to find it. Look everywhere three times. Start at the tank valve and go all the way to the entire keg lid (posts, relief, main seal, etc.) Everywhere there's a connection. The entire manifold. If you don't have hose clamps on each side of all of your tubing then do that.
For the gas-to-manifold, you just need a 1/4" FFL swivel nut and 5/16" barb, hose clamps on both ends.