Webers don't need a return line. You may have to run a regulator though as they are finicky about pressure. When they are dialed in, they are great but they take some time and each vehicle is different. That's my experience with them, anyway.
There was a post a while back where there was so much crap clogging the drain that they chipped out what they could, used a drill bit, and then put a piece of wire on the end and let rip in there to knock everything loose.
A bunch of us shade tree body guys chiming in but at least we are consistent. 😅 When I was wrenching, I was also the paint and body guy for fixing things that didn't go through insurance - say when an operator in a skid steer doesn't notice an S-10 parked behind them. Or the bosses truck when...
There is supposed to be a ferrule compression fitting under that nut. What does your look like? You can try to loosen tighten, loosent ighten, to get it so seat if the proper ferrule is in there.