Assume you got the gun directly from Fredericksburg. I own several Cimarrons and love 'em all. I prefer them to Taylor's (both being made by Uberti), but that probably is because the Cimarron shop in Texas will get custom work done for me before shipping. The Taylor Smoke Wagon looks great, too. Evil Roy's guns are Cimarrons and I have three of his - all are perfect. The only issue I ever had with a Cimarron was the loading-gate screw issue on an open-top, but that is an easy fix. As for the complaint in a different post about the Cimarron 1897 shotgun, I think it is unfortunate Cimarron felt obligated to offer the gun. I will bet is is a China-made Norinco or EMF, whereas Cimarron handguns are made by Uberti and selected and spruced up by Cimarron.
As for the ejector-rod housing question, are you shooting full-power loads most of the time? With light loads, the fired cases should just fall out of the cylinder with no need to use the ejector rod. Granted, I asked for mine to be slicked up, which included polishing the chambers, and Evil Roys come that way, but the .45 cases are heavy enough that if you haven't run heavy loads through the gun they should not have jammed themselves in the cylinder and required the use of the rod.
With regard to the bluing question, beats me. Sounds like you are saying that you are down to bare metal, not just powder coating the cylinder face? Is your bluing the traditional dark type, or that new lighter one which I guess they call "charcoal blue." I asked a shooter who has a pair of those and he told me the finish is supposed to turn into an old-fashioned patina with wear, but I haven't seen the results of that nor do I know how long it should take.
Anyway, have you written to Cimarron about these questions? I would. You can ship them the cylinder and the ejector rod housing without any FFL involvement.