I had the same problem with Rem Core Lokt, shooting at close range. They need time to start expanding. Try changing to a poly tipped round which has much faster expansion. Since I changed to Hornady Superformance SST rounds, I have gotten large exit holes. Always have blood, no more having the holes close and short distance tracking.
Lost 7 deer using Rem Core Lokt. Lost zero with slugs or Hornady SST rifle rounds.