Base pin may not be fully seated so that the base pin screw can engage the indent. I use the RCBS Dies (RCBS #: 23812) with a separate crimp die (RCBS #: 23838). Since they can be used for both the 500 S&W Magnum and 500 S&W Special, they work just great for the 500 JRH. Good luck on the new gun.
NRA Life Member
"Shush, be vewy,vewy quiet. I'm hunting handguns"