Did you give the gun a thorough cleaning inside and out to remove the factory machine oil, grease and metal shavings? What kind of lubricant are you using? Some lubricants become thick and sticky when cold. be sure to use a good quality gun oil not WD40 or the like. Have you tried other brands of ammo and will the gun eject unfired shells? I have a .410 that refuses to eject Remington Game Loads, fired or unfired. Everything else it spits out fine.