Things to check
1. Is the fill probe a correct fit, a nice snug and not loose fit without forcing it in.
2. Pump is only pushing air out of the fill port and not leaking elsewhere
3. Could be the O ring on the fill probe
4. Fill valve on gun not opening - unusual if the probe is actually leaking
5. Was the gun holding air when you bought it
BUT if you have a receipt from the Dealer ask for help - my guess is O ring - but I could be wrong.