As for the bolt hold open upon loading the first round...This a common occurrence on these rifles and of the three I've had over the years, two of them had that issue, although it happened sometimes, but not always. It's possible that a good thorough cleaning of the entire mechanism needs to be done, with focus on everything moving freely without binding and any weak springs addressed. I wasn't able to solve the issue, although I did "work around it" like one poster who loaded a single cartridge first, and then the 4 rounds into the mag. Firing function was fine.
The fact that the OP's rifle has the bolt hold open issue when first loading the rifle, and also after the first round is fired, leads to belief there might be two separate issues happening coincidentally. Since it fires and ejects the case, yet locks the bolt back, It doesn't sound gas related. Possibly something going on within the cartridge feeding/lifting mechanism.