There is an ‘o’ ring on that pipe that could be leaking. Easiest way to find a coolant leak is with a pressure tester. These can often be borrowed from your local parts store. Also, they aren’t that expensive and handy to have around.
You might also find this info helpful. https://www.ericthecarguy.com/faq/finding-and-fixing-leaks/finding-and-fixing-leaks