I dug out my 380EZ to try to understand the problem. Assuming that the 380EZ and the 9EZ are pretty much the same, this is what I'm seeing:
1. The internal hammer in the up (fired) position is trapped between the butt-end of the breech block and the end plate of the slide. The slide is prevented from traveling forward by the slide end plate.
2. The slide end plate is not removable, so the hammer has to be in the down (cocked) position in order for the slide to clear it. This is probably why the manual advises to cock it, then put the safety on and not depress the grip safety when removing the slide.
3. The butt-end of the breech block will drive the hammer into the cocked position if it is brought back far enough. This is what happens when the slide is either manually retracted or when a cartridge is fired.
4. Something else may be blocking the slide from traveling rearward other than the hammer. Two possibilities are apparent to me; either the take-down lever has separated or has become deformed, or the end of the recoil spring assembly has become dislodged from its nitch under the barrel.
5. With the slide as far forward as it came be made to go, you should be able to see (or feel) if the recoil spring assembly is still properly located and compressed, and also be able to wiggle the take-down lever while observing the right-side of it to see if it's still intact.
6. If both of the above items appear to be OK, then the only other thing that's preventing your slide from retracting could be the ejector pin not aligned properly with its groove in the slide. Otherwise the hammer in it's upright position should be driven back by the butt-end of the breech block, which should be fairly easy to do manually.
7. I would try to move the slide side-to-side while manually retracting it in order to make sure that the ejector pin is properly engaged in its groove.
8. It seems very unlikely that anything could prevent the hammer from cocking (and staying cocked). Perhaps with a liberal application of OneShot cleaner/lubrication fluid to the front of the breech block I would use a bit more muscle when retracting the slide. I'm not advising that you to wail-away on it; just a good solid yank.
If all else fails, then there's always the mother ship. Good luck with it and please let us know how it all turns out. -S2
ETA: changed "extractor" to "ejector pin" (had a brain fart)