I didn't see any mention as to whether this was purchased new or used. If you ruled out lube, ammo, mags and recoil spring then it may be finger placement.

I went through this with my Sig and aftermarket grips. My hands are large and the aftermarket grips where very thin (which is why I purchased them). Turns out my thumb kept interfering with the slide release causing the slide to close on the last round. I remedied this by reinstalling different grips. Unfortunately you can't do that with the sd9, unless you try installing rubber "slip on" grips (if available). I'd pay particular attention to finger placement next time at the range to see if that's the issue.

Good luck!