There are two silver 2.5mm bonnet set screws on the outside of the regulator. If these become loose it will allow the bonnet to loosen from the regulator body.
To fix this completely drain the tank. Then loosen the silver set screws and tighten the bonnet all the way back down. Next retighten the silver set screws very tightly. Make sure to use a 2.5mm allen key. Do not use a 3/32 standard allen key as this is smaller and will not get the screws tight enough and will damage them.