Im no expert by any means. And i dont mean to state the obvious here.
But could it be possible that air is getting in, but fluid not leaking out. Like at a union. I would of thought it only needs to be abit. Im a novice, but i must admit i have had my fair share of brake problems.
Check every single union front to rear again maybe?
My second concern is that if there was any power steering fluid still in the lines while the new calipers were bolted on, any pas fluid present in that system will have pushed into the new calipers? Potentially ruining the fluid seal and letting air in.
By all means dismiss my opinion, as im no mechanic and self taught and the help on here. But thats just my thoughts of it. Youve tried everything else by the sounds of it.
Hope it helps