What method of bleeding are you using ?
If you are using the vacuum bleeder, put one wrap of teflon tape, on the threads only, so it doesn't interfer with the sealing of the bleed screw .
You are drawing air from around the bleeder screw threads, so it looks like you still have air it the system .
I think this can happen when you use the 'old' method of holding the lever in while opening the bleeder screw .
With the bleeder screw fully seated, wrap a rubber band around the brake lever and leave it for a day or two .