As @John_Will said it makes a difference in what model printer you have. If it’s an older style K1 or K1 Max then the hot end is different from the newer ones.
If you do have the older style then your have to make sure the nozzle is installed correctly. It involves heating the nozzle first and two wrenches to take the nozzle out. If it’s not done correctly than the filament could leak out from pressure where the nozzle meets the hot end. The newer unicorn nozzles solve that problem by being just one piece instead of two eliminating the possibility of a leak between the two parts…
I also wonder how the unicorn nozzle could do that unless it’s damaged. That sure seems to be leakage in the middle of hotend, I don’t see how that can happen unless the nozzle is damaged.