Re: Cold weather lube.
If the action fails to close when operated by hand, time for a new recoil spring. Or else, something is rubbing or jammed in there. Most SG have nothing in the path of the bolt so would lean more towards a weak spring.
Another issue could be rust in the location where the recoil spring lives. I have a Rem 878 which works very well until it gets wet, then the tube the spring lives in grows rust. A royal pain to clean out but once done, back to its loveable self.
Have you stripped it down and done a complete scrub?
Most modern powders burn cleanly that I doubt that is the issue, especially in factory shells. If an action will not cycle by hand, then I would go with spring or internal resistance.