You are correct that it is a good idea to use teflon tape on the threaded fittings, however no sealant is required or advised on the quick-connect part itself. These are designed to seal using internal o-rings.
There are multiple types of quick-connect air line fittings that at first glance appear similar, but are not necessarily compatible. It is very likely that you have connected two incompatible types, resulting in a leak. This is very common.
The two "main" types are often referred to as "automotive" and "industrial", though each can have sub-types that are typically letter designations, e.g. Industrial can be M, H or G. There's also a type called ARO, and one called Lincoln, but these are somewhat less common (at least in the US consumer market).
![air fittings](https://i.stack.imgur.com/QDCNP.png)
(image from Legacy Manufacturing)
The documentation for your air compressor may specify exactly which type of fitting you have. Otherwise head to the local big box store with your male coupling that leaks, and look for a similar-while-slightly-different male coupler to try.
Legacy manufacturing has published a very informative guide on the evolution of the various types of quick-connect fittings that lists the common types in use, with some images of each.
Milton Industries has also published a document that may help identify the type of plug you have, though their letter designations may not exactly match those of other manufacturers.
Your friend is right. If the operating and safety pressures were the same (nominally, given tolerances), you'd likely have nuisance trips of the safety valve.
Enough safety factor is built into the tank that it's not a concern to be 10 psi higher with the safety valve. In fact, the tank is probably the same one used on higher-duty models, with the pressure being limited by the compressor motor's abilities.
Best Answer
It's relatively easy to find UV resistant compressor hose from many manufacturers. It's also important to note the "resistant" aspect of the description. Solar UV is quite destructive and I doubt any manufacturer would consider the product to be UV proof.
Encasing your UV resistant hose in a UV opaque tube, conduit, enclosure would substantially reduce the destructive effect of the sun's UV rays. Most compressor hoses are quite durable in all temperatures and you should note that the manufacturer's specifications will include recommended temperatures. Rarely are those figures outside of human habitable levels.
I cannot comment on how to determine if an enclosure selection would be UV opaque, although black colours are usually a better choice than white and other lighter colors. I have personally observed white insulated wiring deteriorate in sunlight over a period of months, while the black insulated equivalent lasted years.
If flexibility is a requirement, one could purchase a (likely expensive) larger diameter UV resistant hose and slide the smaller working compressor hose within.
Even a selection of plumbing grade PVC will provide protection. According to this link of somewhat limited content, a coat of latex paint will increase the UV resistance and lifespan of ordinary PVC pipe.
Additional research shows that one can purchase specifically-UV-resistant PVC, saving the need for a coat of paint!
One more tidbit. Black polyethylene pipe can be flexible enough if needed and is available in many sizes and is quite UV resistant. Using grey PVC risks the pipe being mistaken for electrical conduit (in the USA) and is contra-indicated, despite its UV resistance.
Black PE pipe would never be mistaken for electrical and is also going to be reasonably priced, unless it is a rarity in your country.