I seem to be having the same problem & its doing my head in. Front is fine; always a problem with the rear.
I’ve taken the brake off the bike to bleed & mounted the lever on a spare set of bars in the workstand so the hose is vertical. Followed shimano’s instructions to the letter (syringe to push fluid up into the funnel, then running oil from the funnel down through the caliper, knocking caliper, lever & hose with a screwdriver throughout both processes). No sign of air coming out either end & the lever feels firm (with the bleed block in place).
Refit to bike, leave overnight & the lever comes to the bars at first, but pumps up to feel firm; a clear indication that there’s air in there somewhere. Bleed again (off the bike), same result; lever to the bar at first this morning, but pumps up to feel firm.
Any ideas where the air could be hiding & how to get it out? Could it be anything to do with the auto-adjustment of the pistons to compensate for pad wear? Will try using something thinner than the bleed block tonight.