I had something similar happen with my PTRs (9CT and 9KT MP5 clones) with their KCI mags. I had all six (3 came with each) loaded fully, and after the first shot which was fine, it wouldn't pick up the next round. When I would lift the gun, the mag would fall out. This happened with all 6 mags on both guns. Well the range trip was ruined so I came back another day, and tried both with HK SP5 mags (I have both the HK SP5 and SP5K that each came with 3 HK SP5 mags). All 6 mags fully loaded and each gun fired flawlessly until mags were empty. I read several forums that some had stated that KCI mags would just drop out while firing the PTRs. It was thought to be attributed to the mag catch not fully holding the KCI mags in. The KCI mags were plastic while the HK were metal, not sure if this was part of the reason one worked while the other didn't. If ammo selection doesn't help rectify the issue maybe other brand mags might work (The Duramags are metal)
I got an addition 2 Metalform SMG mags when I recently bought the Springfield Armory 5" and 8" pistols that came with one each (haven't yet fired them and hope there are no issues with them).
In any case good luck, and I hope you're able to get the CMMG to run as it should.