Brocock Bantam magazine jam

I have been shooting a new Brocock Bantam .22 for 30 days. Have run about 200 rounds through it with no problem until this morning. I had fired one round and cocked the bolt but the handle would not go forward far enough to rotate down, into the notch. Despite this, the gun fired when I pulled the trigger, but the magazine had not indexed and there was no pellet in the chamber. Trying to cock again, same problem. And the magazine was jammed and could not be removed, even when I pulled the bolt back as far as it would go. I tried running a .22 cleaning rod with a plastic tip down the Barrell and could force the bolt back, so I felt like there was not a pellet jammed in the chamber, but still the magazine would not come out. With the bolt pulled back there was a little play, so I began working the magazine back and forth and pushing with my fingers and finally the magazine came out. Along with the magazine, 2 small pieces of a pellet and 3/4 piece of a small "O" ring. My question now is, where did the "O" ring come from? It doesn't appear to be from the magazine and I do not see any obvious locations on the bolt or tip. The gun now appears the shoot okay, but I know it needs an "O" ring somewhere. Any suggestions, or should I just send it back for warranty? Thanks.