Avenger magazine stuck (I'm a newbie too)

Hello all so I just tried to shoot my first round with the magazine and it stuck. Is this a common problem how do I get it out safely. Should I remove all of the air? What can I do to prevent this from happening in the future?
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I have a feeling that one or both probe o-rings got screwed up but it could be more involved. Think returning gun for a new one might be in order. Hopefully I'll talk to her later. IF Transfer Port isn't aligned then it came from factory like that. She never removed barrel.
EDIT: Just noticed in Sara's picture of the jammed pellets that were removed, there are pieces of black debris on the table behind pellets. Maybe shredded probe o-ring pieces? Have to get clarification.
 
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Ok tons of learning amd trouble shooting to do on this. Of all the suggestions what would be the simplist reason for this problem? That is how I like to start when I'm trouble shooting. I'll start with makimf sure I hear the click when I pull the lever. I'll record it. Then I'm thinking o rings is next simple solution. Does that sound like a logical path to start?