As a .22 Monsoon owner, I can tell you something is not right. I have run thousands of rounds through my Monsoon and it is a good design.
The only issues have been the breech O ring, and my son sometimes will double load a pellet and fire it. That will cause problems and has forced me to replace some internal parts around air piston and muzzle. But, all the parts must work together for it to cycle. That means it must be assembled correctly and have no air leaks on the cycling system. If the muzzle adapter is deformed from a pellet strike that will cause it to not cycle. All of my problems have been caused by shooting double pellets....
The bolt should not be that hard to cock so something is not right. Have you taken the shroud off to make sure that you did not double load a pellet and fire it? If the cocking piston that is driven by waste air is damaged by a pellet, it will cause the cocking handle to become stiff. Take it apart and check it out clean it out and reassemble.
You can get the parts break down off the FX website, they also have a good troubleshooting guide for the Monsoon that will help you figure out why it is not shooting in semi auto.
If you get into trouble PM me and I can walk you through the assembly. The gun will shoot accurate, and cycle flawless with normal maintenance. I think something is not right from the dealer that sold it to you. This gun is the most fun I can have without shooting .22 rimfire fully silenced!
I know you main issue is that the gun is new and the dealer should stand behind the gun, In this I agree with you. But you will not be disappointed in the Monsoon if you would have gotten a good gun. Here is the link for the repair guide. I am not suggesting that you should do more than an inspection of the air system, but the drawing on the FX site has the assembly wrong in regards to the Shroud, your dealer might have assembled it wrong. You can see the correct way to assemble it here.
http://www.fxairguns.com/wp-content/uploads/2014/03/Monsoon-repair.pdf Logan