Dura ace disc brake trouble

Hi all
Upgraded my wheelset after I bought a new bike with disc brakes..so after changing discs and inserting new wheels I had a bit of brake rub..fair enough was kinda expecting that...what I wasn't expecting was when I tightened back up the bolts for the caliper after holding on the brake was to find I had no brakes at all....anybody know what could be causing this...maybe need bleeding I don't know but never had this issue when aligning brakes like this on my gravel bike although it has cables on it...
Any ideas
Tia
Lapierre Aircode 300
Merida