I haven't worked with it but I pulled the datasheet
it appears to me that the material is age hardenable, so you have to know what condition it arrives in. Also you want to make sure you dont' overheat it. If it is work hardenable it could explain the diffculty you are having.
The folllowing article describes it as a material designed to be hardened. My guess is if your chips are coming off blue or yellow then you are overheating the material. When this happens your rockwell C goes from a 21 to a 41, From my understanding anything over about a 35 is considered difficult to machine.
Try slowing your cuts and using coolant to machine it.