So it is only the branch to the BBQ, and the BBQ itself seems fine as it will work with a 1lb TA tank, so the pressure valve at the regulator seems to be okay.
I can't check mine, it's in storage right now. The end of the hose that connects to the tank Y adapter has a male extension in the middle, that I think opens a pressure valve inside the Y adapter connection (can't confirm, but you can see this in the Amazon pictures). It is possible that they are not connecting properly, or that something is misassembled in the device. At this point I would probably return it as defective, or see if the vendor offers any kind of support.
2011 Jayco X19H (purchased 2015)
2008 Jayco 1007 PUP (purchased new, traded for the X19)
2012 Chev Traverse LT with TP