I think you already know about checking compression with just the cylinder and the piston. by plugging the cylinder head with your finger and running the piston up and down in a somewhat fast motion you should get firm pressure resisting your push in.
The most common place for leaks while doing this compression check is the piston head O-ring, replace with a #14 O-ring available at Lowes or any other well stocked hardware store.
Next take the air-nozzle and place it on the cylinder head and clip on the tappet plate so that it looks like this:
Why do this? Because when the gearbox is put together and the piston is about to go forward the air nozzle is pushed although way out so that it can make good compression with the "lips" of the hop-up bucking. Running the piston up and down in a somewhat fast motion you should get firm pressure resisting your push in.
If you find a leak with the air nozzle the best thing to do is to find ether a tighter fitting air nozzle such as a TM or one with an O-ring inside.
If you don’t find a leak here but when you put the gun back together you get really bad FPS, trying switch out the air nozzle with a longer one. When I saw replace it with a longer one, I’m not talking about one that’s twice as long I’m talking about one that is microscopically longer such longer by .1mm - .2mm longer.
Lets say your stock air nozzle is 21.12mm long.
Try replacing it with a 21.22mm air nozzle.
Here are some other places to check for compression.

There's a difference between a person who has a screwdriver and a person who knows what they are doing.