Pictures would help.
Water is collecting between the liners. How is that really a problem? I'm not being sarcastic, just wondering why that bothers you and how can you tell that it's happening with all that gravel on top of it?
As long as it's not leaking out, why worry?
When that happens in someone's pond, we call that a water hippo, which is noticable in a pond because there's no gravel holding it down.
The best way to seal a connection is with a bulkhead fitting...period.
I never penetrate a liner, I always go over the top and hide it with a plant, rocks or whatever, but that's me...
If it's the return water, just create a low point, sort of a homemade weir instead of making a hole and trying to seal a pipe.
You can make a notch in the hard plastic stock tank, then cover it with the liner.
If you bought the liner from Lowe's, it's definitely pvc, which is horrible. Luckily it's only a stock tank and not a big pond, so don't worry too much. What's done is done. Next time use 45 mil EPDM or HDRPE.