Second, the district court did not err in dismissing claims raised for the first time in a § 2255 reply brief. Hohn v. United States, 193 F.3d 921, 923-24 n. 2 (8th Cir. 1999) (declining to address claims raised for the first time in a § 2255 reply brief). We further agree with the district court that Smith's alleged Brady violations and illegal search and seizure claims fail.

On remand, this court held Hohn actually innocent of "using" a firearm under § 924(c)(1). Hohn v. United States, 193 F.3d 921, 924 (8th Cir. 1999). However, noting that the jury also convicted Hohn under the "carry" prong, we remanded to the district court "to engage in the fact-bound analysis of whether Hohn is factually innocent of carrying a firearm during or in relation to a drug trafficking offense, in order to open the gateway for the consideration of his defaulted Bailey claim."

To the extent this could be considered an additional Fourth Amendment claim, Movant has waived it by not raising it in his original § 2255 motion. Hohn v. United States, 193 F.3d 921, 924 & n. 2 (8th Cir. 1999) (declining to address claim raised for first time in a § 2255 reply brief); Wright v. UnitedStates, 139 F.3d 551, 553 (7th Cir. 1998) (stating that an argument not raised in an initial § 2255 motion should be considered waived even if the defendant is pro se.); Smith v. United States, No. 05-5057CV SW RED, 2006 WL 2338254, at *2 (W.D. Mo. Aug. 14, 2006), aff'd, 256 F. App'x 850 (8th Cir. 2007).

We have consistently held that when the district court has not decided a fact-intensive issue, remand is appropriate for the district court to consider the issue in the first instance. See, e.g., United States v. Flute, 929 F.3d 584, 590 (8th Cir. 2019) (reinstating indictment against defendant and remanding for the district court to consider the defendant's as-applied due process challenge); United States v. McMillan, 863 F.3d 1053, 1059 (8th Cir. 2017) (remanding for the district court to determine in the first instance whether the defendant's prior conviction qualifies as a "crime of violence" under the residual clause and, if so, consideration of the proposed amendment to the applicable sentencing guideline); United States v. Rodriguez, 834 F.3d 937, 943 (8th Cir. 2016) (determining that even if there is some support for the government's position, remand is appropriate because it is the function of the district court rather than an appellate court to determine the facts); Hohn v. United States, 193 F.3d 921, 924 (8th Cir. 1999) (remanding case to permit the district court in the first instance to engage in a fact-bound analysis of whether the petitioner is factually innocent of carrying a firearm during or in relation to a drug trafficking offense in light of the Supreme Court's decision in Bailey v. United States, 516 U.S. 137, 143-44, 116 S.Ct. 501, 133 L.Ed.2d 472 (1995)).

To be sure, Fish eventually connected his argument about section 2D1.1(a)(2) to his dissatisfaction with counsel's performance, but he did so only in his reply brief, too late to properly raise a new issue before the district court. See, e.g., McGhee v. Pottawattamie County, 547 F.3d 922, 929 (8th Cir. 2008); cf. Hohn v. United States, 193 F.3d 921, 923 n.2 (8th Cir. 1999). --------

In order to establish a valid claim of actual factual innocence, the defendants "must demonstrate that, in light of all the evidence, it is more likely than not that no reasonable juror would have convicted [them]." Hohn v. United States, 193 F.3d 921, 923-24 (8th Cir. 1999) (citing Bousley, 523 U.S. at 623, 118 S.Ct. 1604); accord, Schlup v. Delo, 513 U.S. 298, 327-38, 115 S.Ct. 851, 130 L.Ed.2d 808 (1995). The defendants also "must show factual innocence, not simply legal insufficiency of evidence to support a conviction."

Even if Morgan could show a "gateway" factual innocence claim, his underlying constitutional claim does not challenge his guilty plea. See id. at 624, 118 S.Ct. 1604 (if Bousley shows on remand he did not use a firearm as defined in Bailey, he will be entitled to consideration of defaulted unintelligent plea claim considered on merits); Hohn v. United States, 193 F.3d 921, 922 (8th Cir. 1999). Once the judgment of conviction on a guilty plea becomes final and the offender seeks to reopen the proceeding, the inquiry is ordinarily confined to whether the underlying plea was both counseled and voluntary.

The Eighth Circuit has repeatedly held new allegations cannot be raised for the first time in a reply brief, so the Court declines to consider the affidavit. See Smith v. United States, 256 Fed.Appx. 850, 852 (8th Cir. 2007) (finding district court did not error in dismissing claims raised for the first time in § 2255 reply brief); see also Hohn v. United States, 193 F.3d 921, 923 n.2 (8th Cir. 1999). But even if the Court did consider it, none of the examples raised therein show deficiency.

(“district court did not err in dismissing claims raised for the first time in a § 2255 reply brief”) (citing Hohn v. United States, 193 F.3d 921, 923-24, n.2 (8th Cir. 1999) (declining to address claims raised for the first time in a § 2255 reply brief)). Second, Petitioner has plainly not exhausted-or even pursued-her state court remedies with respect to this claim.

See Smith v. United States, 256 Fed.Appx. 850, 852 (8th Cir. 2007) (concluding that a district court may dismiss claims raised for the first time in a § 2255 reply brief) (citing Hohn v. United States, 193 F.3d 921, 923-24 n.2 (8th Cir. 1999)); Fish v. United States, 748 Fed.Appx. 91, 92 n.2 (8th Cir. 2019) (finding that a pro se § 2255 petitioner could not properly raise new issues in his reply brief). Cf. Carlson v. Hyundai Motor Co., 164 F.3d 1160, 1162 (8th Cir. 1999) (“A district court does not abuse its discretion in failing to invite an amended complaint when plaintiff has not moved to amend and submitted a proposed amended pleading.”)