No pressure in pump...help

Just set up pool a couple days ago. Got it filled and had some questions answered on this site as per chemicals (thanks all.) Deep cleaned the sand filter yesterday as per video. Question #1 is the cap supposed to be on the bottom of the filter at all times? When I watched the "deep clean" tutorial, the first thing it said was put the cap on. The previous owner sent the cap but it is not currently on. After deep cleaning, does it stay on?

Question 2 The water is being sucked into the skimmer and and is coming back into the pool in bursts. From what I read so far, it appears I have an air leak? Both PVC lines (the one from skimmer to pump/filter and the return line) are heavy with water. I removed the skimmer line and water poured out, so it does not seem to be plugged...

Help Please...
 
Ok, update... Cap is on the bottom of the filter. Once the pump is running, I see that if the cap is off, water sprays everywhere. Pump seems to be working well. Gauge still reads zero. If I turn off the pump and take the gauge off so I can take it to the store to buy new, water shoots out the hole where gauge was screwed on. Any suggestions?
Thanks
 
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