Have a look at the tubes to ascertain exactly where the air is leaking out. It sounds to me like you've either got something very small and sharp embedded in the tyre (thus creating the small puncture), or possibly a spoke poking through the rim tape, which would cause a puncture on the inside of the tube.
If it's the former, the puncture will probably be on the outside (i.e. opposite side to the valve), you might think about replacing the tyre. If it's the latter (thus a puncture on the inside), you should replace the rim tape.
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