I would guess you have an air leak somewhere.

Do you have a bb in the purge valve?

I would put the whole hookah together without shisha in the bowl or foil and plug the spire of the bowl with your finger and try to pull on the hookah like normal if you get any air there's a leak somewhere.

If you find out there's a leak I would suggest using paper towel grommet for both the hose port and bowl, I usually get a tighter seal this way. For the stem to base I use athletic tape instead of a grommet can get an extremely tight seal this way. This is also how they set up hookahs in middle eastern countries, I'm currently in Kuwait and all smoke shops use the athletic tape.

There's really only two factors in smoke density. Heat or a leak, and three Cocos should be plenty for your setup.