I think the IR output level is too high. If this is a Somfy remote, it may put out simply humongous amounts of IR, confusing your Pronto and therefore teaching the wrong code.

I once did a system with Roman Shades with Somfy motors, and the Somfy remote actually put out enough IR to blow an LED that was in series with two other LEDs on the output of a Niles IRP6+ IR box.

Holding a remote at an angle is a way of reducing the signal strength going into the Pronto, supporting this idea. Oh yeah, I once taught a Sony DSS receiver's remote commands to a Lexicon 500T, and the 500T had to be angled away from the DSS for the commands to work! Somehow I was able to get the 500T to output a lower signal, and it worked fine.