Could have an air bubble issue. I'd bleed them and see where that gets you.
It also could be as simple as too much fluid, or some crud is in your master cyl preventing fluid to flow back in to the reservior.
If it's still stuck, start loosening the banjo bolts at the different connections. For example with the brakes stuck, if loosening the bolt at the master cylinder makes no difference, then that rules out the master cylinder.
If you loosen the bolt where the single like connects to the junction block and the brakes still stick, then you go to the lower lines.
If you loosed the bolt at the caliper and fluid squirts out and the brake releases, you know it's that lower line.
If the brake stays locked, then it's the piston stuck in the cylinder.