If you bought the van from a dealer they should have given you a handover check list and explained how everything works,if they didn't,phone them and ask why not and hopefully they will tell you whats wrong.
Pumps usually sink. Filters used with onboard pumps sometimes exhibit neutral buoyancy. They remain just under the surface - until you turn the tap on...
We too are new to caravanning. Are you getting any noise, or spluttering taps or simply nothing at all? If noise etc, we had a similar problem and round we needed to push the water pipe from aqua roll to caravan into the housing part(which attached to the van) that solved our problem. Not sure if the connection was loose?
I too would phone the dealer. We had a very thorough handover with ours showing how everything worked, and in turn they may be able t talk you through everything.
If you can hear the pump working and spluttering at the taps it means you have air in the system,check where the pump connects to the side of the van to see if the two 0 rings are ok and not twisted out of thier grooves,we had this problem just keep them lubricated in the future to stop it from happening.
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