Hey
I have the twin a 1712, what is happening is 3 things, "I have gone thru it'. First off if your rifle is new this is a precision rifle so everything is very tight '' chamber, action, etc'' so it takes a while to break in. Second your rail if it is just a straight rail with no cut out in it where the shell casing ejects then what is happening sometimes is the shell is hitting the underside of the rail and bouncing back into the action '' DIP rails have this area cut out for this reason''. Thirdly the outside extractor needs to have an area gently removed ''refer to Rimfire Central for the remedy. You will need a caliber and a fine file or sandpaper to do this , you will only be removing a few thou of material. You can always PM me for help.
Regards George
PS enjoy your Anschutz I have.