Bleeding brake calipers

I pumped up the brake pedal. I looked at the master cylinder, the lines out of it, the rubber line to the left caliper, and the connection to the caliper. I couldn't find much. But I tried several times, and looked at the bleeder screw, where I saw a tiny ( very tiny) amount of brake fluid around the threads of the bleed screw. I knew this was fresh fluid because I wiped around the screw before pumping up the pedal. I used to rubber cap of the bleed screw to cap on and off the bleed tip of the screw: By doing this, I could hear tiny bubbling sound from the tiny amount of fluid. I repeated several times with the rubber cap, and each time I heard the bubbling sound.
This was the second new caliper. I took the original new caliper to the store and they exchanged that for this second caliper. Do I need to buy a different bleeder screw? Do I use plumber teflon on the threads? Or do I have to tighten the bleeder screw even harder? I tighten the screw snug with a 8mm wrench just like the right side. The right side created vacuum. But the left side didn't.

I replaced the bleeder screw with another new one, and the vacuum pump is doing the same as before. I bled all four wheels starting with RR, RL FR, and FL. All the wheels except FL produced vacuum.
What I don't understand is why doesn't vacuum build up with the FL wheel since the bleeder screw is closed snug when the the vacuum pump is being pumped? It doesn't make any sense to me! Or is it supposed to behave this way on that particular make and model SUV?
By the way this is the second caliper from the parts store after I exchanged the first one because of the same issue. Those calipers looked like they were re-manufactured. Do you think there is something not right inside the caliper?
Thanks in advance. BTW the brakes seem to brake fine, and I don't feel any issue with the pedal.

I noticed a very small amount of brake fluid on the inside of the rim, just at the edge to the inside tire wall. I suspect the flexible hose to the FL brake caliper. Assuming there was a leak from that flexible hose, would that cause the vacuum pump to not hold vacuum even though the bleeder screw is closed tight?
I would suspect it would, but I wanted a professional opinion.
Thank you.

Thank you for that advice.

Hello 2carpros. Com technicians!
Hello KHLow2008!
I monitored the FL caliper. I didn't find any leak in the flexible hose. The only place I noticed brake fluid seeping out was in the bleeder screw area. Because I replaced the bleeder screw, and the same problem continued, I would have to conclude that this second new caliper is also defective (manufacturer defect). I think there is spmething inside the caliper that causes the bleeder screw to not settle down. I contacted the auto-parts store to get me a different caliper. I'll keep you posted.

What are the odds of 2 brand calipers turning out to be defective? Well guess. The second caliper had something wrong it, perhaps a bad seat as you mentioned. I spoke with the manager of the auto parts store about the problem: he argued with me for a long time, trying to put doubt into my mind. The manager finally gave me another caliper. I drove back home to swap the calipers, worrying it might turn out the same as before. But it didn't. When I installed this third caliper, and applied vacuum, the vacuum held firm. I wad relieved! I went back to the auto parts store to give the manager the other caliper, and told him the caliper turned out to be the problem, and the manager said: "I was wrong", adding that he was rarely wrong.

Correction: What are the odds of 2 brand new calipers turning out to be defective?
Rephrase: The manager said he was seldom wrong, but he was wrong this time.