First, make sure you're putting the coil in the right way (and not upside down!) With EVOD heads, the coil can go in either way; if you put the coil in from the bottom rather than the top it will do just what you are seeing!
I've never had a problem with the evods leaking, but you can try this fix:
You see that translucent plastic "donut" near the top of the coil? Take a second donut (from another head) and put it on top of the first, but facing the other direction (open at the top). This second donut can provide an extra seal around the up-tube in the center, and prevent leaking.
ETA: Also get rid of that second o-ring; it won't help and will probably make things worse.
ETA2: If by "o-ring things" you mean the donut, then you DEFINITELY have the coil in upside down!