Welcome to the site. Finding parts for  Stevens 1915 favorites is relatively easy since there were lots of them made. Wisner's Inc., and Jack First Gun Parts both sell newly manufactured replacement parts for favorites. The 1915 favorites were made in .22LR, .25 Stevens RF, and .32 long rimfire.  A few were made in .22 WRF. The 1915's in .22LR have the ejector,  all of the other calibers have a plain extractor, so there is likely nothing wrong with your extractor, unless it is slipping over the cartridge rim and not extracting the cartridge. Many people have the .32 rimfire favorites lined to a .22LR to convert them avoid an obsolete cartridge.

You could watch ebay for a. 32 rimfire extractor, parts for favorites show up there often.  Be careful buying parts on ebay, as sometimes sellers sell usless worn out parts, and or really over price things. You could also post a wtb on here, maybe someone could help you out.