The shoe adjustment will change once you drive a bit. It will need to seat the shoes to the drum. Let it go for now, it sounds like you are close. After a few miles of driving and and a few heavy stops, climb under and readjust all four wheels.
I find a lot of the air you see in the clear tubes is from the bleeder threads and not acutally in the line. If you open a bleeder and let it run with a cleat tube, wiggle the bleeder and watch, you will see air bubbles! Joe
