We hunt a lot in very cold weather. Bolts are lubed with powdered graphite, as are triggers. Bore and chamber get a real light swipe of Hoppes 9, it does not thicken even at -50. Once a hunt starts, guns are left in the cold, never brought into the heat as all that does it produce condensation that turns to ice or frost when you take it outside again.
Extra ammo is stored where it is warm, ammo in use goes in your pants pocket. Guns are carried empty in or on vehicles, only loaded when you are on foot or in a stand. Ammo removed from a gun after a sit or walk goes into a cartridge sock on the guns butt and stays with the rifle in the cold. It is used from then on until it is fired. Ammo also never goes from -40 to a warm room due to the same condensation problems, but to be honest we have never had a problem with ammo that got cold and them warm, even multiple times.
All ammo is test fitted with the gun at the cold operating temp. Your problem seems likely to be ice or frost in the rifles chamber.