44-40 can be fussy. I know some folks have had bad luck with Remington 44-40. I believe they said the rims were too thick and the extractor did not always grab them, at least that's what I seem to recall. That's why I have always used either Winchester or Starline, never had any problems with either.
Are you going to shoot Black Powder out of it? That's all I shoot in my 44-40 rifles.