Edit: you answered the question about the valve while I was writing this. Ok we now know you have a k-valve which is only rated to 3000 psi per the DOT. More than likely you are seeing the DOT rating of the adapter, rather than an actual regulated value. Can you give me a link or a pic to your adapter?
Since I already typed this text below, I will leave it for your review.
Your adapter is one of two types probably. The first being a regulated adapter as you suspect, or it is simply an unregulated adapter and the 3000psi you are seeing on the adapter is the DOT rating for that style of tank valve adapter. Yoke valves are typically rated at 3000psi, as you can see on the front of the K-valve that I posted in the previous response. This is the maximum service pressure the DOT has rated these type of valves. It is not that the valve can or can't handle more pressure it's just that with the exposed oring seal system, you would probably start having an issue with the oring extruding out the side of the connection point. Well just leave it at that for now. The DIN valve has an internal Oring that is captured within the threaded adapter into the DIN valve. DIN valves can have higher ratings, typically 3500psi. This too can be stamped or labeled on the Valve as well as the adapter. These are typically not regulated.
If you are using an adapter that has a built in regulator I will need some way to identify it to help more.
You mentioned you have a scuba tank. Do you have a scuba regulator that you can utilize the High Pressure gauge on your scuba reg set and check the pressure on the tank?
There is the outside chance that you might be getting your tank filled at the local "dive shop" and by the time you get home the tank has cooled down from getting filled and the pressure had dropped? If I need to explain that in more detail let me know. It might also be that your gauge on your daystate might be in error? Possibly your are filling the gun to the tank pressure but the gauge is off a little? There are so many things that might be causing the problem, we just need to eliminate a few options. Hence why I asked for pics or a link to your tank adapter so I can answer the first question, does it have an internal regulator. Let me know.