I believe your problem is with the NUT behind the bolt-shank.
Not, Wally, I'm not insulting you; I have had the same problem with my 1903 Bulgarian-crest 8x56R!
When I got the rifle, manymanymany years ago, the bolt would not stay closed at all; shut the Bolt and it would jump back to UNLOCKED position. I suppose you could have fired it IF you held the Bolt forward (and the Locking Lugs thus rotated into their recesses), but there was no ammunition available anyway. But I wanted the thing to WORK, even if there was no ammo. I borrowed a copy of Smith's BOOK OF RIFLES, tore mine apart and realised that a part was missing: the little Nut which screws into the ear end of the rotating Bolt Shank. The firing-pin passes through this Nut and extends rearward to the threaded portion which the Cocking-piece screws onto. So sent away and described the part and, in due course, one arrived in the mail all the way from a place called Montreal where, I was told, folks spoke a different language. There were, of course, no instructions.
So I assembled the NUT carefully into position and found that if it was screwed on ALL THE WAY, the bolt would go together perfectly but the channels milled into the rotating Bolt-shank did not line up with the corresponding channels on the Nut. But I slapped the rifle back together and it worked, more or less. At least I could load the thing and the action worked. One of these days, gotta fit a thin little washer in there so that everything will jam up solid and IN POSITION..... which is the way it is supposed to be.
I THINK your problem could be that "you are off your Nut"......... and I MEAN that the little S.O.B. has worked itself loose. It is SUPPOSED TO hold everything in perfect alignment so that the Bolt will go together right and not give you any of the grief which it seems to be handing out. When good and solid, it holds in position and keeps the rotating Bolt-shank solidly in alignment so that you don't have to mimic King Kong's stronger brother when you are putting the thing back together. When the little "step" which the Nut provides is there and working, the Bolt should work easily. Also, it should be easy to insert. But let the Nut work loose and you have the trouble you describe.
If it were mine, I think I would rip it down, give it a good internal cleaning and, when it is going back together, dump a bit of BLUE Loc-tite onto the nice, dry threads and screw it back into position, let it sit a couple of minutes and finish assembly. It should work.
So your problem is very simple: like anybody else who owns one of these, you are "off your Nut"!
Hope this helps.