Brake line to caliper

That hose is connected with a "banjo" fitting. There are two copper washers, one on either side of the brass block on the end of the hose. You should have gotten new washers with the caliper. The soft metal will deform to match the grooves on the caliper mounting surface and on both side of the brass block. If you didn't get new washers, sometimes you can turn the old ones around and the smooth sides will form new grooves to help them seal. The washer under the head of the bolt often sticks to it and can be hard to see if it's coated with dirt. You may need a razor blade to crack it off.

Also be sure all surfaces and those washers are free of specks of dirt or corrosion.