This is my 1st time reloading for the 338, my question is, should there be any shoulder "bump back" after I have resized the cases?

I cannot get any "bump" back it seems the way I am setting the die, is this normal?

Does the case chamber ok?

If so, just use it as is. If not, "then" you have a problem.

Terry said it perfectly. You don't want to move the shoulder of the fired case so long as the reloaded case will re-enter the chamber without significant resistance. This is true whether the case is belted or rimless.

An RCBS Precision Mic for your .338 will allow you to measure the amount of shoulder set back to one thousandths of an inch. They are not cheap but they do work.