THis is the full URL for the factory manual:
Have you checked the ejector? It is on the inside of the barrel extension, right at the back. If it is broken/missing, it will cause the problem you describe.
Some of the advice given is by folks who really don't understand how that gun works. Remember, unlike gas guns, the ejection does not take place when the bolt goes to the rear. It takes place when the barrel moves forward; the barrel is pulled off the shell, not the shell pulled out of the barrel. The ejector is moving forward with the barrel and hits the base of the shell being held in the stationary bolt, ejecting it.
What deceives folks is that when operated by hand, the gun seems to act like a gas gun. Pull the handle and the bolt comes back without the barrel moving. But in actual firing, the barrel does move, all the way back along with the bolt.