If you clearly hear the hiss of the butane coming out, too much gas pressure in the new canister I would say...it blows the flame, a gas lighter will do it.
try to open very lightly the gas when pushing the button of the piezo lighter.
If no gas is coming out, the valve is not opened on screwing the burner, try to screw further.
The Vulcan is a beautiful engine that I did ages ago, and that I still show at the live steam meetings