Here in NZ, both from the same supplier, I can get either a disposable bottle with 242 litres of gas for NZ$98, or a refill of 1000 litres on a refillable bottle for NZ$80. Obviously UK prices are likely to differ, but I suspect the savings will be of the same order, eg 4 times as much gas for much the same price.With the deal here, you do have to buy the bottle, which is then swapped every time you need to fill it. This does mean that you don't have to worry about testing the bottle eventually. The refillable bottle, which comes full, costs NZ$300, which means that it is cheaper than the disposable even if you bought a new one each time, eg the gas equal to 4 disposables for the price of three. But then when you swap it, you get the equivalent of four disposables for less than the price of one.
I did start out with a disposable bottle, the only good thing about that is that once it was empty I was able to weld on some feet, ears, tail, and snout to turn it into a piggy bank.
The only time the disposable would make good sense is when you need to cart the gear into some awkward to reach place, a long way from your vehicle or up a tower. With a small inverter welder you could have quite a portable kit. Of course that place would need power available too.
As to the original problem, I suspect that the bit on the regulator is not poking in far enough to open the valve on the bottle. If that is the case it should be possible to get a refund on the grounds of not fit for purpose.
John