I personally know nothing more about it than do you.  I came onto the story while I was chasing about the Internet trying to find a Lee Navy. 

There was apparently some sort of modification to the bolt, probably made by Winchester.  Some of the bolts have an added piece of steel that looks like cap or end piece.  Others have the end of the striker exposed.  I assume that the modification was the steel piece.  The more learned people with whom I corresponded told me I should only shoot the rifles with modified bolts.  Sounded good to me, but that plus a $4000 bill for the rifle, probably of dubious accuracy, plus the difficulty in finding or making brass, plus the cost of dies led me to abandon this idea.

A book on the Lee Navy has been published. I have not seen nor read it.  It appears to be available at most of the usual arms books sites and costs about $30.  That may be a starting point if you want to find out the specifics.

I think the rifle action was quite strong.  Back when Charles Newton wrote a column in the gun magazines (pre- & post- WW1), there was much discussion of a cartridge called the .25 Souper and it's use in shot-out Lee Navy rifles.  This was very close to a 25-06 except that it used the Lee Navy case.  None of Newton's writings mentioned a modified bolt.

I know that it is easily possible to put sufficient powder into the Lee Navy case to run pressures very high.  A blown primer might well be the first step in blowing a striker out of the bolt.