On my Thermo din valve, that hole vents from an ambient pressure area in the lower threads. It normally sees no pressure other than ambient. That leak suggests the o-ring is not sealing. Inspect the sealing surface inside the valve and try another o-ring.
Incidentally, I've never seen this kind of valve before. In Europe we have valves like th following picture. No holes, no burst disks. The insert can be screwed out with a hex wrench and it goes from being INT to DIN. This one is 232 bar. The 300 bar DIN ones are a little deeper.
R..