I am a pretty awful gunsmith-well I CAN take 'em apart--
Is there visible damage to the extractor? Will it pull a round out of the chamber, whether fired or not?
The extractor is the metal finger (I wince as I try and explain this) that sticks forward of the bolt. As you work the action of the shotgun the shell pops out and is lifted up-then the bolt comes into contact with the rear of the shell and the extractor should be holding onto the rim at the bottom of the shell-
(as the bolt comes into contact with the rear of th shell the extractor should be holding it-if you then move the pump backwards the shell should move back, altho it may not eject out of the gun)-
if you continue to move the pump forward the the shell goes into the chamber, after the gun is fired the extractor holds the shell against the bolt as it moves backward-your extractor is not hold on so I would guess the problem is the extractor is somehow damaged, broken or worn.
I can't figure how it is anything you could be doing.