Gtora, that is a Sig 550 rifle, it's blue because it is used for action shooting, and people like to do stupid stuff like that to their rifles/pistols (I'm the 2nd owner).
As for your problem, ya for certain make sure there is just a light, almost imperceptible layer of lubricant on all the surfaces and moving parts. If you still have trouble, switch ammo and try that. If that doesn't have an effect, you'll likely need a new mainspring.
When a semi auto is not locking back on the last round, it is usually due to a magazine/slide release mating issue, OR in your case, when you are having stovepipe problems in addition to lockback trouble, it can also be ammo/spring related.