I have about 500 rounds through it. Nearly all my reloads (124 grain copper plated lead over 7625). It was strange. Casing didn't quite clear the weapon. The next round chambered enough to allow the extractor to grab it so when I racked the slide to clear it, both the empty case, which was just sitting on top of the mostly chambered round, and the chambered round came out.

Probably my reloads, but I weigh every single charge so it wasn't a light load.

Things happen. Not losing any confidence in the gun. Just a first, is all.

Weighing every load ( is there any other way ?) just ensures all the rounds have the same powder charge.
It could still be a "light" load. Did you chronograph the ammo when you are working the load up ?
I would imagine that the Shield, with it's stiff recoil springs, will need a full power load to function 100%. A load that is not full power could be a problem, and degree of crimp and seating depth would also be a factor.
Are you having the same problem with factory loads ?

No chronograph. Don't even own one. The rounds all felt same when fired. As for factory ammo, I haven't fired many. Cheaper to shoot my reloads, and since the Shield has digested at least 500 of my reloads without an issue, I'm not sure a few boxes of factory would be an accurate assessment.

Truth be told, the Shield is not my carry piece. A Ruger Lc9-S is. I just got the Sheild because of the rebates. I do like shooting it.

As for the light load, it's not what I would call light. SR7625 and that bullet calls for between 4.3 and 4.9. The round fired yesterday, like the 500 others the Sheild fired fine, was 4.7 grains of SR7625.

I have switched to HP38, but haven't fired many yet. Only made 20 to make sure they functioned in all my 9MM's, including the Shield. 4.2 grains of HP38. Recipe calls for between 3.9 and 4.4 grains. I suppose I could bump it up but never saw the need to shoot maximum for range ammo.

Reloading with out a chronograph is like driving a vehicle without any gauges that work. You might still get where you're wanting to go, but having that info at your fingertips might help you avoid a speeding ticket, an overheated engine, loss of oil, well you get the picture.
You can get a decent chronograph like the Chrony for less than $100.

Velocity alone is not an indication of pressure, but looking at the chronograph readout can tell you how consistent a load is, how fast a small increase in powder is affecting velocity, and when you should stop increasing a charge, instead of just the round "feels" when fired.

I'm not saying your loads are for sure underpowered or you should bump them up. Just one of the many possibilities.

One thing I do, to every pistol round I load, is to try each one in a Wilson or Clymer gauge. I have a gauge for each caliber I load for. If it doesn't drop in and out of the gauge, it's not going to work well in the pistol. You can do the same by removing your barrel and trying each round in it using the "plunk test".
Weird that you've fired 500 rounds of your loads without issue. Maybe something you did differently this time ?
L.E. Wilson Max Cartridge Ga 9mm Luger - MPN: PMG-9MM

Nothing different. I have a rediculously meticulous loading process. And I've done the plunk test. All good.

I just think this was one of those things. I'll keep shooting it and see if it
Repeats itself.

Well, I'm still very pleased with mine. I also reload and cast and I've run 1300 rounds through it with out a single issue.
I have chronograph it and I'm pushing a 124 gr round nose between 835 and 855 fps

I'm well past 500 rounds now through my Shield 9 (and no longer counting). ALL rounds have cycled perfectly from all 4 magazines (knock on wood.)

FWIW, while working up loads I found that my particular gun tended to shoot smaller groups the faster the bullets were going. I've settled on 147g coated lead flat points at about 900fps, using Accurate #7 powder. A standard pressure load, not +P. These pretty well match my daily carry load, Federal's standard pressure 147g HST.