Brake caliper not tightening on rotor after replacing hub, caliper, rotor and pads

No tension from then caliper -- meaning the caliper piston is not moving when pressing the brake pedal? Sounds like air in the lines that will require continued bleeding attempts. In fact, it's likely you have a significant amount of air in the system overall due to multiple component replacement. Be patient and take the time to bleed each line. If you have anti-lock brakes, which I think you should, you'll need to bleed that system as well.