I had the same thing happen to me this year and this is the second time it has ever happened to me with a sidelock. The first time I sat in a rain storm for two hours and then tried to shoot an armadilla and only got a pop.
A few weeks ago I was hunting with my Cabela's Hawken. I always hot water/soap wash. The night before I ran alcohol patches down the bore and blew everything out with the air compressor. All channels were open.
I was using a musket cap and pyrodex. I had a big doe step into a small opening about 30 yards away. I brought up the gun set the trigger and fired. POP. Deer just looked around and went back to feeding.
I gathered my senses, pulled off the old cap and dug a fresh one out of my pocket. Deer was still there so I brought the gun up and launched a 385 gr Great Plains Bullet. Through the smoke I saw two deer run off and neither looked hit.
I reloaded and sat in the stand and hunted another hour and a half, had a nice small 8 point walk right past me at about 15 yards.
I got down and went to the doe was and blood was everywhere. I found a button buck piled up about 40 yards away, complete pass through both lungs.
I guess during my recapping the doe and the button changed places, I had no idea there were two deer there and I only had a small opening to shoot through.
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Deer will still eat good but I sure was surprised when I saw it wasn't the doe.
I don't know why it didn't fire, maybe the cap wasn't seated completely but I guess that is part of the fun and challenge of muzzleloading.