I bought A sigma .40 in 2008. DID NOT clean it and took it to the range.
Never missed a lick. I then cleaned it, removed the slide etc. light oiled (very little) then proceeded to see how many rounds I can get after that by NOT cleaning again till it chocked, gklithched, etcetc,. FTF etc.
After 1000 rounds no cleaning and no problems. And I have my shooting buddy as a witness. I said ok i can really trust this gun. it is mine forever and I WILL NEVER sell it or let it go..
Something majorly is wrong with yours that a simple cleaning won't fix,./. to trust your life to.. I would run back to where you bought it and tell them you want another gun,, or see how much off they will give you for another .40 no glitch gun like mine. THEY ARE out there. ANd IF you have to send it to SW for repair,,, need to have them tell you how many test rounds they went thru... to say its FIXED then Shoot the bejezus out of it when you get it back... IT SHOULD NOT DO THIS>>>>> AT ALL>
I had a 9mm sigma I traded off because it would hang up FTF,. getting the least bit dirty..after 2 boxes (100 rounds) For me that ain't good enough to carry. Besides what's the fun in shooting a gun that doesn't work??? or you can't trust???
SEND yours BACK>> **** I now have 3000 so far NO GLITCH rounds thru my Sigma. ***** This includes using PMC ammo..

ONLY my 2 cents for your safety