The issue with "Slide Lock-back" seems to be very prevalent with the Shield. I had the same problem with mine when new. As datx said in post #5, "Once I rack the slide all the way back (or at least I think its all the way back), I gave it a harder pull at that point, and got it to lock". It just takes that extra little effort to pull back enough to get it to lock!
When I first got my Shield9, I was so disappointed with it that I came close to getting rid of it! I have almost 1,200 rds. through mine now and it is as sweet a piece as you will ever find. I am troubled with RA as I am 84yrs. old, but still am able to shoot weekly at my local indoor range and hope to continue for some time to come.
mb