It won't collect for now as it is breaking in. The skimmer will take 3 weeks to break in. During this period, the skimmer will act very erratic and will collect and then will go for days without collecting. It is just the process of breaking in. This is a time where you will need to be a little patient and let the skimmer do it's thing. If you try to tune the skimmer right now, it will just act erratically and frustrate you. That is why we recommend leaving the skimmer wide open and just letting it be. By you increasing the water level inside the skimmer (closing the gate valve) you are trying to force the skimmer to collect. During this time, if you try to do that, you will end up with overflowing issues as well as leaking as the skimmer is not made to be running with that high of inner water level.
Please open up the valve and let the skimmer be for the next three weeks and let the skimmer go through the break in process. After that, I can promise you that you will be able to tune the skimmer without any issues and the skimmer will collect often.