You can run 9mm rounds in the .40 magazine :D and use them in your 9mm. I spent the day shooting 200 rounds using both the 9mm mag and .40 mag loaded with 9mm rounds, not one issue or feed problems.
Speaking of setback, this "may" be the culprit for many of the "kabooms" seen. Here are 2 pictures, 2nd one I added a height line to show how some can be significantly setback, almost halfway in.
IMO, for an IWB holster, Hidden Hybrid Holsters hands down ! Best fitting kydex for my shield and I have quite a few IWB holsters, HHH feels the best, fits the gun the best and can be used IWB or OWB. Just my .02
Not to bicker, but the Shield is Stainless, well the slide and barrel is and the rest is composite so I don't see where perspiration would be an issue with a Shield vs an ALL stainless gun. ;-)
Honestly you cant go wrong with a Shield in either 9mm or .40 cal. I am 6'6" tall and it still feels great in my hands and shots like a dream and conceals perfectly IMO. I use a IWB Hidden Hybrid Holster here in Texas with no issues, and everyone knows its like a Mircrowave oven here in the...
Sorry to hear about the issues you're having with it. Mine is super accurate after realizing I was shooting low left and it was my fault because of trigger pull. After that, shooting 10 yards I was in a very tight 2-3" grouping with both the 9mm and the .40 although a bit better with the 9mm...