Welcome to the forum.
Yes, the lube is smoky. If you want, you can dissolve it in mineral spirits and put a thinned coating of Lee Liquid Alox on instead. Understand that the role of "lube" is not to lubricate; lead is plenty slick enough to slide down the bore by itself. The purpose is to prevent lead melted by firing from soldering to the bore and building a lead deposit that way. It's Pam for your barrel.
Crimping and seating in one step makes you vulnerable to small variations in case length affecting the crimp tightness. In turn, that can affect seating depth. sing the factory crimp dies should work around that influence.
You did disassemble and clean all your dies in mineral spirits to remove machining lube, and put a light coat of oil on them, right? If not, that may account for the stickiness.
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