I would ask them to send you a 9mm shield, as you cannot feel safe with a 40. I bet they will happily replace it with a 9.
Glad you are not hurt, this is one reason I am not a fan of 40 S&W..... typically guns "designed" with a 9mm in mind are used for a 40 because they are "strong enough" (insert all 40 lovers telling me they are made for 40 pressures, overbuilt for 9mm, yadda yadda) Of all the Kabooms I have seen, a majority of them is with 40S&W. Think about it... Same gun, thinner barrel/chamber, larger heavier bullet, larger charge, etc...
You cannot drive a stock car like a race car, unless you plan on replacing parts early..... and often
I have 40's but do not acquire them other than by accident/trade etc. I am not impressed.
As for the reloads question, remember folks UMC/winchester,hornady, etc ALL can have a double charge.... ALL of them.....
At the rate ammo is being made now will anyone claim that there is a foolproof way to screen all ammunition? Or even that QC is as good as 5 years ago?
Just being a reload doesn't make it low quality, just as being factory does not make it high quality.