What could cause loss of air right after changing and putting in new air compressor?

Vehicles running R-134a are very sensitive to having the correct pressure and amount of oil in the system. Even a half pound extra can keep a system from blowing cold air and make it blow hot air. If you did not have the system cycled and filled with oil, you should have that done as the wrong amount of oil will damage your new compressor as well.
The fact that the front and back were different might be something to do with vent doors in the airbox. I realize you did not work in that area but unless the air was not cold enough to stay cold by the time it got to the back, that may be the issue.

If you have the R-134a evacuated and checked for pressure and get the proper amount of oil in the system, the expansion valve should make the cycle rate fluctuate and the technician will be able to tell if there is any problem within the system, at least with the refrigerant compression and expansion, which would rule out the valve if it is okay. I don't think a valve would affect front/rear unless you are not getting the 20 degree farenheit temperature difference which is the specification to make sure your system is working at 100%. You really need to have the system evacuated and filled as it will show any leaks as well. It will rule out enough to make diagnosis easier.