You seem like a rookie with a caulk gun so I'll relay a few tips to you just like I do with a new guy on my crew.
First, is the surface you are attempting to seal clean and free of oil, silicone. and dirt? If it's not, it has to be cleaned with the right stuff.
Second, if you're applying new sealant over old sealant, is the old stuff flaking or falling off. If so, remove the old caulk with the appropriate tool.
Cut the tip of the caulk tube just big enough to either stick in the metal puncture rod or a nail if you use that. The opening should be about 1/8" in diameter. The opening should be cut on an angle.
Caulk is applied with the angle of the tube onto the surface and while gently pulling the trigger of the gun, it is drawn away from caulk being deposited.
After the bead is applied, you can use a spoon or your finger to smooth the caulk back into the joint. A spoon is easier for rookies and if you keep it in a small container with water, it will make the bead as smooth as glass.
Different sealants have different characteristics. Proflex is stiff when applied and I will sometimes heat the tubes next to a heat vent in the house or close to a free standing heater to make the sealant more malleable and easier to apply. These polymer sealants dry slowly so can be retooled if not hardened.
Depending on temperature, it's sometimes best to apply and tool immediately, regardless if the whole joint is covered. You can cover a joint in stages.
Good luck with the Proflex. it is a good sealant and I wouldn't worry about a small bubble or three.
BTW, I thought you put the Proflex on this afternoon and closed the slide? Are you out there with a flashlight inspecting your work? If so, go to bed and count caulking guns, lol.
Another BTW, Proflex will harden in the tube in a week or so if it isn't sealed and refrigerated. It will not last a month or an entire summer, one of it's drawbacks.