I doubt you would have gotten through several mags of ammo, without the ejector. Would have most likely jammed in the breech. Have you checked the left side of the sear housing for the remains of the ejector? It sticks up about 1/4 inch and should be obvious, except missing the tip. However the gun has a full warranty. If you feel comfortable replacing the ejector, S&W will likely send you a new one, or they just might want to see the gun to try to figure out what caused the issue. Don't think the gun got shipped missing the ejector, but anything is possible. Advise if the part is there, but missing the tip. If you don't want to do the install tell S&W and they will have you ship it back to them.

Bob