I've noticed with my X-Max that I can accidentally re-direct the PLA filament in such a manner that it does not exit the nozzle and instead exits to the rear of the assembly. This leads me to believe that there's an excessive gap etween the gear and pinch roller and the heat sink/hot end assembly. I've recently worked on a Robo3D R1+ conversion from stock to E3Dv6 which included a short length of PTFE tubing. The end of the tubing has to be chamfered to fit more closely to the exit of the pinch roller and hobbed gear.

I've not taken apart my hot end assembly to examine the corresponding location on the X-Max, but I suspect that the filament is not getting pushed into the hot end and is instead buckling and jamming in the manner you describe.

On a side note, did you find any form of manual on the USB drive that ships with the printer. I purchased my printer new and came with nothing of the sort. The manufacturer provided me with the S3D configuration file, but if there's a manual on the disk, I'd love to see it. The manufacturer's web site is sorely lacking in that respect.