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How to fix the BRK Ghost regulator

Interesting. I am having an air leak issue, and can't seem to locate where it is, and suspect it may be from the regulator. A couple of questions. When I unscrew the bottle from the gun, all of the air leaks out of the gun itself. It doesn't hold the pressure as the video shows. I also notice what "looks" like rusty gunk on the bottle valve and on the port on the gun that screws into the bottle. Is this from rust, or is it just brown grease from the factory? And what would cause all of the air to evacuate from the gun when the bottle is unscrewed (the bottle itself doesn't appear to leak)? Brand new Ghost by the way.
Thanks
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