Threads leaking on fixture, need advice

I bought a shower from amazon, new mixing valve and everything. I think its cheap Chinese stuff FSCEPIXI is the brand, never heard of it before.

The fixture I bought was nice but it had a slow drip per 15 minute leak. Having just busted up my wall due to a leak causing mold i decided to try and fix it. The leak was from the fitting into the mixing valve on the threads

First time I used teflon tape and it leaked. Swapped out for a new fitting and used tru-blu and it worked a little better but still had a tiny leak. Swapped out for a new fitting, tru-blu’d and it still had a very tiny leak. I assumed it could have been the mixing valve so I swapped it out.

Today I installed the new valve, used megaloc, and had the same thing happen (see picture). The weird thing is that of the 3 fittings on the mixing valve, it was only the cold that leaked, and it dripped from the same spot on both valves.

Is this a workmanship issue or is it possible I had 2 defective valves? Any advice and criticisms would be appreciated.

And of you’re curious, I painted the true blue on in one of my attempts to seal it which it why its all over the wall