I would give H&R a call this AM , the missing cap could be a problem as it will let all kinds of junk in , as for the lube that is normal with a lot of rifles these days , not just handi's . that is why a very good cleaning is a must with any new firearm .
As far as the rough surface on the barrel , they have not been polishing them like they used to , i happen to like it , as it helps knock down the glair off the barrel . the muzzle is a diffrent story , say something to them when you call , it they say to send it back , ask for a call tag , that way they will cover the shipping .
As Tux said i would check with the shop to see if he can get you a diffrent one , that may be the quickest way to solve the problem .
stimpy