My thoughts. The shield comes on a 9mm .40 They probably use the same slide but the outer diameter of the barrel is different, just speculating. On the 9mm barrel diameter, I measured .558 and .567 on the front 1/2" on the barrel.

Most likely your thumbs keep the slide from opening on the last round.

Keep your magazines loaded to soften your spring, Its hard to load the magazine with the slide close as stated earlier, I think it will get easier with time.

The front end of the barrel of my PPS has a small bevel on the inside, the SHIELD does not have it and its sharp, you are feeling the end of the rifling that why it feels pitted, remember that the inside is not perfectly round. I dont think that the barrel is cast I think is machined