For coolant to be sent to the tank the radiator must start out full enough so there is no room for expansion. If that's the case then as the system cools it *must* draw coolant back in unless there is a leak or the cap is faulty. If the system were airtight the upper radiator hose would collapse. Therefore you have a leak, either in the system or the cap, or too much expansion space in the radiator. Neither you or your cooling system are exempt from the laws of physics you know.
Pressurizing the hose is an indirect check. Instead prove there's no vacuum on it. After shutdown put a short piece of hose with a vacuum gage on the radiator neck nipple. Or pull the overflow tube out of the tank, remove the suction screen, and gage it there.
You can do the same on the radiator itself after it cools enough to remove the cap. Think about how the thing is supposed to work, formulate a hypothesis for why it doesn't, and then formulate a method to directly prove or disprove the hypothesis. If unsuccessful move on to a new one. I'd also go to Auto Zone and buy some coolant dye.