There is a inline check valve at all 4 points on the air system that keeps the pressure from backfeeding to the compressor when it is off. The valve also provides the exhaust point when air is released from the system. It might be a bad valve on that one shock? With the ride height diffrence, are you also getting a check suspension light on your dash? If not there may be further problem with the ride height level sensor for that shock. Either of those two items can keep a single point from filling.
I was having simular problems with my 2001 Navigator, and after adding all cost up, I just decided to do away with the air ride system all together. for around 500.00 I got the complete system from Suncore Industries, and have been extreamely happy with the results, and the change also allowed me to tow the same loads with out having to worry about if the air ride was going to puke out!! Suspension Parts & Air Conversion Kits; Struts, Shocks, & Coil Springs.