The problem you describe, can be either hydraulic or mechanical. On the hydraulic side, could be bad brake hose, plugged brake line, master cylinder not returning back all the way up (this opens compensate ports in the master cylinder which allow the fluid to return to the reservoir and refills the lines), or lines reversed at the master cylinder (rear drum brakes have a residual pressure valve that holds about 10 PSI in the line to prevent air from getting drawn into the system from the lip seals in the wheel cylinders). It could be a mechanical problem in the caliper or rotor. The reason you open the bleeder screw and see what happens, allows you to divide the system between mechanic or hydraulic. A hydraulic problem will allow the rotor to turn AFTER you open the bleeder screw (any of the above hydraulic situations will allow fluid pressure to stay trapped at the caliper holding it on-until you open the bleeder which will eliminate that pressure). You said it still will not turn after the bleeder was opened. My suggestion is to remove the caliper, and see if the rotor turns freely. Could be a mismatch of parts (could be the rotor doesn't have the same offset as the caliper causing one of the brake pads to drag all the time-this will be eliminated by removing the caliper and see if the rotor will spin). If the rotor still doesn't spin, could be wrong bearing, seal or spindle. No silver bullet but a way to check the system step by step. Too many expensive parts to just start throwing parts at it.
HTH