Firstly a warm welcome to you and your pug pooch
Since i know zilch about pugs or much about pooches,i don't think i could personally offer any advice which you haven't already tried. As difficult as it is persistence is worth while but if you go on the dog forums i am sure people will be able to advise/guide you in your quest or failing that have you researched your dogs breed characteristics so you'll be well equipped to decide on the how best to train your dog,wish you every success(you will get their
) and look forward to hearing how you both get on and of course piccy's