Major leakage when installing new brake lines is unfortunately all too common.
The seal comes from the metal of the brake line being "crushed" into the receptacle it attaches to, and it's critical that these pieces match & line up properly before final tightening.
The first common issue come from a mis-match of components. there are TWO types of flares for the end of the brake line in common use, and they do NOT interchange. The receptacle at the end of the flex line HAS to match the type of flare at the end of the steel line for it to seal.
If you look inside the union at the end of the flex line and see a "cone" shaped center, your steel line needs a recessed flare to match. If the flex union has a recessed center, your steel line needs a "ball" flare that protrudes to mate with it.
The second issue can come from trying to "force" the fittings together. When the steel line is bent to fit, it needs a straight end section that fits fully into the union B4 screwing in the compression nut. If this area is bent or angled into the fitting it can be pressed in off center by the nut and will NOT seat properly, leading to a leak that further tightening will not fix.
Making this situation even MORE fun, is the fact that sometimes a steel line will need different flares/nuts on each end to match the unions it attaches to. MOST generic steel lines have the same fittings on each end, so it's easy to end up with the wrong "match" at one of the ends if you don't know about this common pitfall.
Take another look, and see if one of these scenarios matches your problem.