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Okay, I suspect that you should switch to .22 ammo. Sounds like the .177 is just getting too much blow by. I'd stick with all lead or plated lead pellets (no nylon), RWS or Gammo have good reputations. Shame on the manufacturer, that just can't work. Again hard pointed rounds would be best. Drowning is a time honored method of killing trapped animals, but I'm not sure I would/could do it unless I did not have another choice. Even if the animal doesn't really understand what is happening, it WILL panic. I hunt, I fish, I shoot pests, but deep down I'm still an animal hugger (actually, that IS why I hunt and fish). Something you could try, is a trash can with dry ice. They should just fall asleep and then expire. You'd have to go to the store and come back etc. and the coon would be stuck in the cage till you got back. Not sure which would be better. Yet another option is to drive the critter to an area or friend and then use a "real" gun, but that too requires a traumatizing car ride. No easy answer for you, sorry. You are trying to do a big job with a small tool, it can be done, but there is little margin for error. Best of luck.
Swamp