Air leak from the hole in the side of the sidewinder can be 2 orings. The bigger one around the top of the piston, or the small one that seal around the stem of the piston, in the bottom part of the reg. Now that you say you left out the brass washer, that can be your problem. That brass washer/shim holds the small oring were it belongs. Without it, the oring will move with the piston and not seal, and you'll likely hear a nice big leak from the side hole of the sidewinder.
Put dow55 if you can on the orings on the body of the RTvalve. Iirc, the orings grooves were cut deeper on that valve, so orings will leak easier. Dow55 is supposed to swell orings. Also, the setscrew that hold the valve in place, don't screw it tight to the valve body, that will push the valve body and make the orings leaks. Just screw the setscrew until it only touches the valve, that's it.