It is possible that the pad on the outboard side is stuck in the caliper body due to some paint around its edges. If the fit (pad to caliper) is too tight, the pad not retracted when sufficient pressure pushes the pad out completely (you won't discover this while bleeding, only after full pressure is developed).
To remedy this, you have to unbolt the caliper halves from the retaining arm, remove the piston on the left side (the interior pad is static) and gently remove any paint.
Normally, I'd suspect the piston seal, but given that this is an entirely new caliper (assume it came assembled) theres little chance of that being the issue. Be careful reassembling the caliper bolts, they are very fine thread and will easily cross thread into the caliper.
See if that helps-