Here you go.
This is a working 39A extractor. It used to have the same problem you have all described. Now it's 100% reliable, after a few minutes with needlenose pliers and a .22LR cartridge.
The solution was to open up the hook that goes around the cartridge rim (right side in the picture), then add the little "backbend" I referred to. The bend should start right where I put the arrow.
You may have to experiment a little. Obviously, we're not looking at stretching out the front "hook" TOO much, or making a really severe bend at the arrow. It's just that this precise shape is very important so that the extractor grabs the cartridge rim.
One way to bench-test it is to bend the extractor how you think it should go, stick it in the bolt, and stick a cartridge against the bolt face. See if and how the extractor grabs it. Remove the extractor and re-bend if you don't think it's just right. Do all of this with the bolt loose on your bench, not in the rifle.
You should be able to push the cartridge straight back against the bolt face, and the extractor should grab it SOLIDLY. You shouldn't be able to just pull the cartridge back out, unless you actively push the extractor away from the rim with another finger.
Also, mine would shoot 50+ times before it had a failure to extract. I had to shoot a few hundred rounds to be sure I'd really fixed it. For this, I recommend a glove or a lever wrap.
Shooting a 39A a few hundred times (when it's working right) is a lot of fun...