Gas combi boiler removing radiator
Seems your TRV was allowing a small flow to maintain the temperature of the (disconnected) radiator.

Try capping the open end of the pipe, the male end in your illustration. 

Your local hardware store will have the right sized cap; take a cell-phone photo of the threaded open end with a ruler placed next to it, at the maximum width of the threads. To be certain, do the same with the radiator's end of the connection. 

This should stop the TRV's flow (your "leak") and allow your boiler pressure to rise to normal while you have the radiator detached.