I would say that your last pic is what you want to be seeing every time regardless of how you let the bolt close.
If after thoroughly cleaning the bolt, you put it together totally dry ? that could be causing the bolt to hang up a bit and not fully close, as well as other parts in the mechanism.
I know there's always a LOT of talk about lubrication, semi-autos and climate conditions and how most run them drier than wet. After cleaning the bolt (in my experience) I always make sure the top and bottom halves at their contact points are lightly lubed.
You also mentioned about dry firing without snapcaps. I always release the hammer spring tension before storing the gun. If you're concerned with the hammer slamming the pin, pull the bolt back half-way and pull the trigger, the hammer travel and overall energy is much less. I most likely learned this from a more experienced shooter here or some other shot-gunning site and seems logically a good tip.