I wouldn't use teflon tape. The last thing you want is little bits of teflon in your combination valve, plus that is a straight thread not meant to seal on the thrreads. I would send it back. At the prices they charge, it shouldn't leak, and that is a factory assembly that you didn't touch. You could try installing another copper crush washer, or sanding the one you have against a flat glass plate (both sides, 600 grit, clean well). But it is messy leaking brake fluid and a lot of time bleeding to test your fix. If you can wait, push it back on the manufacturer. We must train them, not fix their screw-ups.