if you put the primaries in parallel, you are only getting one primary worth of inductance, which may be fairly low. this might work fine when driven by a beefy output stage with a very low output impedance, but if your circuit can't supply enough current to drive the load, the low end will certainly sag. fixes would be:
1) check that you are not excessively loading the transformer. do you have a resistor across the primary or secondary? if so raise the value or remove it. or are you connecting equipment with a 600ohm input impedance? if so, well, don't do that or see further recommendations below.
2) use the transformer with primaries in series as a 2:1 step down, and increase the gain in your circuit (preferably not in the part that drives the transformer) to compensate for the 6dB step down
3) lower the output impedance of your transformer driving circuit. no idea what your circuit looks like, but if you have a resistor in series with the output, reduce or remove it. if you are using a circuit with low current drive, add a buffer stage or replace it with one that can drive a transformer.
4) try a different transformer. if the same thing happens with a 2503 or neve output, then the problem is your circuit is not well matched to this kind of output transformer, and you may need to change your circuit and/or choose a different transformer with a higher primary inductance.
there may be other options, but without knowing anything about your circuit, it is hard to say. it is also possible that the transformer that you have is defective, but i would guess that it is more an application problem.
ed