Oil combi boiler repair - plate heat exchanger?

The expansion vessel will be light when first fitted as it only has air in it until the system is turned on and starts to expand then some water will enter it as thats what its intended to do. You should not need to use PTFE tape on these fittings as they should all have sealing washers on them. As you have not mentioned the make of boiler I cannot say what material they should be but you should be able to get a replacement set from where you obtained the expansion vessel. Replace them all is best practice as some materials will harden and fail to seal on reuse.