Weatherby: First, check to see that the bolt head is screwed all the way onto the bolt and that it didn't take an extra turn to the loose side when you last cleaned it and put it back but, if you can close it on an empty chamber I think the problem you encounter is due to the fired case(s) you were trying to chamber. I have that problem with my SMLEs on occassion - trying to close the bolt on a fired case, but they chamber loaded (meaning resized) cases properly.
SMLEs may have generous chambers, which sometimes lead to the idea that there is a headspace problem when one does not exist. What may happen is that a generous chamber may allow a fired case to round off the shoulder a bit or even lengthen it a bit, making closing the bolt on a fired case impossible. Again, try cycling the bolt with new ammo or resized cases and see what happens - I think that might resolve your concerns. HTH. Mikey.