I love my Hornady dies but I will admit I am not a fan of the zip spindle. It can do exactly what you are describing no matter how much lube there is, it is very rare but can happen, make sure your depriming pin is good and tight in the spindle and go to town, and make sure your pin isn't too far down in the die as to the spindle bottoms out on the case. Sometimes crimped pockets will give you troubles too.
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