How does the gas escape the corny?
It isn't supposed to escape unless your tap is open and your glass is collecting beer.
I do have to also say, you are an industrious person....it took me a couple of weeks to put all of my components together, even after taking a couple of months collecting the stuff on Craigslist....and then it still took me a couple more weeks to both brew and buy a commercial craft beer to try it out.
Oh, and last thing, I didn't use any teflon tape on my gas or beer hose....no leaks. I kind of remember somewhere it saying it was unnecessary. Perhaps I am heading for a leak.