Durango Brakes Won't Bleed

I know it sounds weird but.
Have you tried bleeding the brakes with the engine running?
We haven't; is there a reason why bleeding with the engine on is better?

Are you absolutely certain the master is pumping? That is what are you using to bleed, pumping the master, or a vacuum or a pressure device? Are you certain the shoes are adjusted tight enough?
We're just pumping the master to bleed. The rear shoes were adjusted so that the drum would slide over, but only barely.