Maybe, just maybe, the bullet was never actually fired. Ever consider that? Here's what I think happened: someone tried their hand at reloading, and got the overall length too long. The bullet jammed into the rifling when the action closed, and stuck tight. They got the case out, but not the bullet. If they also did not properly size the neck at the front, leaving the bullet somewhat loose, that would also explain why there are no markings on it.