I assume this a regular balanced barrel poppet style 2nd stage, like the SPG250. When you screw in the orifice, you lower the lever height, just as Ian suggested. This would mean there's play between the lever and the diaphragm, which is why your purge wouldn't work.
Try taking off the diaphragm so you're looking at the lever and you'll see what we're talking about. When you screw in the orifice, the lever will drop. You want to start by adjusting it so there is a tiny bit of play in the lever, then attach the hose and check for a free flow, then screw in the orifice just enough to stop the freeflow but leave the lever as high as you can. Then put on the diaphragm and see if it works; sometimes the diaphragm pushes a little bit on the lever and you have to screw in the orifice a tiny bit more to get the lever height correct.
It's a really good idea to depress the lever while adjusting the orifice. This separates the orifice and seat, so you are not inscribing the seat with the rotating edge of the orifice as you turn it inward.
If you can't get the reg to stop flowing with the lever height in the right place, it usually means something is wrong. Either the lever is bent (rare but possible) or there's a nick in the orifice edge (as a result of careless handling by the tech, unfortunately not that rare) or the seat has simply taken a deep enough groove inscribed by the orifice edge that it's time for a new seat.
Good luck; if this reg is not a barrel poppet style like the G250, then you can ignore this whole post!