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If you have a bleeder that's leaking by the threads even when seated, you need a new bleeder screw. The screw seals at the seat, not the threads. Ideally the bleeder is softer material than the caliper body, so if someone JAMMED it in there in the past, the conical tip of the bleeder is what deformed and not the caliper itself. Brake fluid will do mean things to teflon tape, so at best you've only delayed a repair by trying to fix the problem that way.