Parallel threads should seal at the bottom or on the shoulder using either dowty seal (bonded washer), O'ring, copper washer etc
Tapered threads use PTFE tape, or liquid thread sealant, like loctite
Folk using PTFE tape on parallel threads are cowboys - and yes it may work, if the pressure is low enough, and you jam enough in, but it isnt as per the intention.
As someone else stated; mixing between the 2 most common pipe threads (NPT and BSP) isnt ideal either.
One of those connectors in your pics looks like it may be a hose type connector.
The wall connector you have will be 1/2" NPT or BSP (Im not sure what is prevalent here, but someone else said its NPT, which is the American standard)