I read somewhere about someone else having the same issue and in his case the gauge was wrong. He had sent it back to the factory and they had confirmed that the gauge was out of spec. Not saying this is your issue but with the bullet working i would try another gauge or contact the gauge manufacturer. Did you try a no go as well?
This is rather long and not exciting, but full of info. They do mention that each company picks what the specs are for the gauges. So it’s possible that co #1 gauge will work whereas co #2 won’t
It’s possible your gauges are indexing on the belt, and most ammo companies don’t do that anymore, they index on the shoulder. Or maybe the reverse. I’m new to builds too.
You do you and what you think is safe. If a bolt closes on the bullet and on the no go does’t, seems to me that the head space is correct. I thought the go gauge replaces the bullet as a safe option for testing. Those with more knowledge please speak up. Bottom line you need to trust it or take it to a smith to have them check it out.