Re: .338 lapua loading help needed.
Winchester makes the Hornady brass... and Winchester makes the Black Hills brass... so I'd say it's the same brass. Weigh some against the Hornady and see if it's about the same.
If it's getting stuck and not wanting to pull out of the chamber, that's one thing...
If it's simply staying in the chamber when you pull the bolt back, that's another...
In the first case, I'd check scope base mount screw being too long... see if there's a scratch or rub mark on the bolt lug where it turns upward when you close the bolt (that'll be the left lug when the bolt is removed from the action).
In the second case (if brass is just staying in the chamber, and the extractor won't seem to catch it)... that's more of a brass issue, being incompatible with the reach of the Savage extractor. Savage will send you another extractor which may be an upgrade that'll hook the Hornady (Winchester, likely Black Hills too) brass.
The Lapua made brass is about .002" larger in the case rim diameter, and that's why it extracts without an issue in the Savage. Newer Savages are not having the same issue with Hornady brass... maybe because they're using a little bit longer extractor (?)... just a guess.