Hold the tape in your left hand – to avoid running it the wrong way and having it unravel as you start threading.
If you can bottom-out four adapters into each other, they're likely all the right thread type, you just didn't use enough tape. IME, warping it three times is sufficient. On fittings that don't like to cooperate, you may need substantially more to make the seal.
When applying the tape, you should only stretch it with enough pressure to let it sink into the threads. If you pull any harder, you'll cheat the depth of the wrap. Finish it by seating it well with your thumb or rolling it in your palm.
I see in the picture only a pair of pliers and no crescent wrench or pipe wrench. I'd have said that was your problem, except that you somehow managed to bottom-out those fittings, so my vote is they're just loosey-goosey. Note, with enough tape on them to seal and without the proper wrench, you might never get it airtight.
I don't bother to pressure test a fitting that BOs, I already know it's going to leak. I just take it apart and:
Use more tape.
When you pipe-fit, you're looking for the tension to become progressively stronger (to the unexplainable point that has ever been expressed to me as, "that's good"; it only comes via experience), if it all of a sudden stops, you're likely in trouble.
Imagine standing to the left of the photo. Hold the pipe in your right hand and the tape in your left, and it's basically impossible to do it the wrong way. It is recommended, as shown above, not to cover the first two threads but I do anyway. Having built up a good wrap at the rear threads, I'd finish it off with a warp or two around the starter threads, so that it looks like this: