As an amateur, my view is that you have done everything right except the mounting of the weatherstrip device which the door closes against. I assume, when the door closes, it meets a rubber/neoprene type of seal, set into the inside face of the weatherstrip/threshold. The door, when opening and closing, is likely to impart some slight movement to this threshold and the seal, between it and the cement filler on which it is mounted, is disturbed.
I would suggest the you take out the threshold and apply some mastic filler for it to seat on. together with a fillet of mastic at the two ends. before firmly screwing it back to the base. Also, a check on how close the threshold is to the fully closed door, would be worthwhile. Is the door compressing the rubber seal sufficiently to effect a good watertight seal ?