regulators for RV are usually dual stage. I suspect the high pressure marking is indicating where the high pressure line is connected. That's where the hose from the tank should be connected. If the propane
system hasn't been used for a while it may take a bit to get the line purged of air and everything working properly. Sometimes I have to hold a light
on at the burner for a couple minutes before the burner takes off.
Most RV cook tops don't have a pilot light.
If it was really leaking gas you'd smell it.
I would suggest that you take it to an RV shop to check out.
WHAT EVER YOU DO DON'T MESS WITH THE REGULATOR SETTINGS.