So after reading your original post again and looking at my mag fed grizzly and cycling the action without a mag in I think my previous jamming and your not locking closed might be almost the same issue.
I just cycled the action, bolt locks shut but when I pulled back hard on the forend the action bar tried to jump the manual release lever, the very end of the action bar looked bent inward a hair. I tried it a few times with the same result, I took the forend and action bar off and with some big pliers gently bent the end of the bar. Now it sits tight in the track of the action and it hits the manual release squarely and doesn't try and jump off.
I bet yours is bent and either needs a tweak outward or need to be replaced, either that or the manual release lever need to be touched with a file and squared off a hair so the action bar doesn't deflect and jump past it.
Hope that helps get you on track and running smooth, once the bugs are worked out the mag fed grizzlys are really fun. I've done a lot of tinkering with the aftermarket metal mags and have almost got it to the point that 3" shells feed 100% of the time, 2 3/4 shells always feed. Was nothing a bit of deburring and polishing on my bench wheel couldn't solve.