but it always seems it can be tightened more.
The seal between the bottle and the washer relies on the pressure applied by the tension of the nut. It’s difficult to explain this without being physically there but go tight. You shouldn’t be able to easily undo the nut without applying pressure to the wrench.
Think about the pressure coming out of the bottle, it needs to be sealed.
For the rate of Co2 loss from your first cylinder (days to empty) it’s highly likely it’s escaped from this initial seal.
Personally I get the nut nearly as tight as I want with the reg leaned back 90 degrees, then tighten with my left hand as much as I can until the reg is oriented vertically. There’s 900-1000psi trying to get out of that bottle.
I have no idea how strong you are. Advising a body builder to go as tight as they like and advising someone who could be blown over by a stiff breeze to go tight are two different scenarios. But your comment that it could be tightened more suggests it’s not tight enough through this forum medium. Go tighter and see if the problem persists.