UPDATE: Air is leaking from the Breech if thats possible. If not than its coming from the gauge. Sorry, even though I've been airgunning for a few years now, still getting used to the individual parts of em.
Did the soapy water test, and nothing from the gauge or from the nipple. Seems like I can hear it hissing right in the breech. I tried taking it off, but I need to purchase an allen key that fits that tiny thing. MY huge set is all too big.