Well thanks for all the thought that you folks have put into this. I kind of mis-spoke when I said it was a press fit, it is actually a dry ice shrink fit (at -70 deg F) and we do a cleanliness inspection immediately prior, no lube is involved. That brings to mind the possibility that condensation could form and be trapped, waiting to come out as steam? We let the 400 deg preheat soak for about an hour before welding. That should be enough time to steam it all out.
Welding on the cool down might be something to try, thanks for that idea.
Why don't we have this kind of problem closing off the weld on a slip-on pipe flange? Difference in volume of the void between mated pieces?