tony, welcome to the forum.
The very first thing I would is buy cleaning patchs, a ramrod, and an cleaning jig. why, to check if there is any thing blocking the breech area, (have had that happen to me).
Inspect that solvent patch for rust, bore butter, grime, or anything else. At this point I would pull the wedge pin and give that rifle a boiling water with dish soap bath. And let that thing soak in the water a little. What I am trying to do here is remove any bore butter, packing oils, etc. As you water bath that boiling water, it will float out the top of the barrel. Be sure to wear gloves or you will burn your hands.
also can check if the breech is clear.
I love pyrodex p out of most of my muzzleloaders. I have tried musket caps out of my tc new englander. had ignition problems. either rem #11 or cci #11 mags is what I use. something that will help when you go and shoot it. tap the rifle when you dump powder down the barrel. this will get some powder into the channel and closer to the nipple.
also play with deffernt nipples. I like hot shots and knight red hots.