Probably nothing wrong, except the gun needs some break-in cycling to reduce internal friction and allow it to function correctly.
The magazine that does not want to work, probably just has a stronger spring than the other two, and the buffer spring and gas system do not have the strength to overcome the extra friction.
The gun is designed so the ammo rounds in the magazine (or the magazine follower) make contact and pushed by the bolt lugs, will drag on the bottom of the bolt carrier (or the magazine follower). This is how the gun loads the next round to fire, and stops with the bolt held open on a empty magazine.
The tension of the buffer spring, and the port size of the hole in the barrel control how much gas and spring tension are available to cycle the action. It's a delicate balancing act, and the additional friction present in a new gun that has not polished it's working surfaces is going to have more internal friction than a properly broken in gun, and that can make all the different in the gun's function.
During the 300-500 round break-in period, using good quality, full power ammo is recommended for functioning. That would be U.S. made, preferably Federal or Lake City 5.56mm M855 or M193. Much foreign made budget ammo is underpowered, as is Remington .223 ammo and not recommended.
You can kickstart the break-in process by "dry-cycling" gun. Shotgun the receivers open, use a rag to wipe the bolt carrier group, and the Upper Receiver dry of lubricant, then using the charging handle to cycle the gun's action about 500 times. Then use a rag to wipe the insides of the Upper Receiver clean, and lubricate as normal. If you cycle the gun then, you will feel the gun is smoother.