I've owned a regal for nearly 3 years and think I know what might be happening, because I've had similar experiences.
It takes some effort to pull the bolt all the way back, compress the spring, and cock the gun. Occasionally, if you don't pull enough the gun does not cock. Unfortunately when this happens, pulling the bolt back still causes the magazine to rotate, and even though the gun is not cocked, when you slide the bolt forwards, you insert a pellet into the chamber. Now you are in trouble, because if you pull the bolt back and this time cock the gun, when you move the bolt forward you insert a second pellet into the chamber. If this happens, its OK to fire the gun and clear the pellets. Its sometimes possible to get into a situation where a pellet is half in the chamber, and half in the magazine, which is a real pain.
Is best to remove the moderator if you have one installed before firing a double loaded gun, because the pellets will usually not have a normal flight path, and in the worst cases can damage the interior construction of the moderator (don't ask how I know). I've not said baffles here, because the Huggett moderator that's usually installed on Daystates does not have simple baffles, like some different moderator designs, but a metal interior frame with acoustic felt sandwiched between metal gauze.
