That is a strange one! I can't answer why the water continues to run after everything is off, but I can answer a bit about the expansion tank question. Let me start with a question. Did you use a pressure gauge and match the pressure regulator valve pressure to the expansion tank? They should be equal. And, just so we are using the same language to describe things, what you are calling the pressure reducer is usually referred to as a pressure regulator or PRV, and what you are calling the pressure relief valve is usually called the temperature/pressure valve or just T/P. You are correctly describing their functions, but there could be some confusion. The expansion tank is installed between the PRV and the water heater in the cold water supply. The tank has a rubber bladder that, just like everything else will fail. You will know it failed when the T/P valve trips and leaks water. There isn't much maintenance to do, just periodically check the pressure. It should stay where you have it, so if it changes, that may be a sign it is beginning to fail. Wish I could give some assistance on the other problem, but probably some of the pros that hang around the forum will chime in.