If you are sure that none of the external components are leaking, it must be internals. Possibilities include ( but not limited to ) :
Reed valve of the first or second stage. This video is about the second stage :
https://www.youtube.com/watch?v=a7T_4zrgXnc&feature=youtu.be
Internal check valve :
https://www.youtube.com/watch?v=YjsBcKSVeGk&t=385s
Others have reported 2nd stage piston rings. The pressure problem and high temperature issue vanished after they are replaced. If I were you, I will tear the head down and clean the reed valves, check the check valve O rings and replace the second stage piston rings.