Maybe not.  Did the firearm owner's manual have any specific recommendations about appropriate ammunition?  Following those would be advisable to begin with.  I haven't used any Herter's .22 LR ammo for years but my last box wasn't high quality stuff.  As I recall, it was smoky, dirty and had more misfires than I was accustomed to. 

If the neck tension on the bullets are not up to the task of keeping them in place during cycling the bullets may be hanging up on the feed ramp or edge of the chamber.  Take a look at some of the failures and examine them for bullet deformation or other damage.  It may be that your firearm is defective in some way but since it functions with solid bullet ammo I suspect that it is working as designed and the problem is the ammunition you tried.   Check with the customer service department at Henry Firearms to see if they have any information re: your problem(s).

As a long time shooter of .22 rim fire guns I can tell you that every one of them will function great with some ammo and not so much with others.  A good place to get an education on all things .22 rim fire is here:  https://www.rimfirecentral.com

And, welcome to We The Armed.  We like it here and hope you do as well.