Put a tissue underneath the outlet of the prv pipe termination point outside first, if the tissue is wet upon inspection then it could be the new prv, even if a new one was fitted, the sealing washer is new dry rubber and sometimes they do not seat correctly. Turn the prv open and closed a few times in case there is grit on the sealing washer.
If the tissue is dry then you need to consider that either you have a leak on your C/H pipe work somewhere, your heat exchanger is cracked or like you say, the coil in your H/W cylinder may be breached. Only way to check that is to either drain off the hot water from the cylinder(isolate feed to cylinder) till NO MORE comes out, close the drain off and run the C/H for a few hours with the 2 port valve for H/W on manual open position. Open the drain off on the cylinder, does more water come out? If so your coil in the cylinder has had it.
