Probably your close proximity to Chitown, nothing else seems to work up there either, sorry, I know your dissapointed and some of the wise old owls tell us that the 9mm shield is wonderfull, its that .40 thats bad. The shield is what it is, all polymer pistols have some issues, especially on initial introduction, in an attempt to make the pistol smaller, hold more rounds, fire more powerfull rounds, be more ergonomic, and we could go on and on. All of these "ideal" pistol traits require changes and engineering compromises or challenges, getting them all to work together may be rocket science.
Please disregard my rant, since your slide is sticking at the full aft position in its travel, two things are happening, either your slide speed is overpowering your recoil spring, could be heavier loads, or weak spring?, or the slide frame interface between rails etc is rough or unfinished, or something is not true, and as it binds it sticks. If you stoned the rails lightly and polished the channels the rail travels within, you could likely resolve the issue.
Stick with standard pressure loads, no plus + until this issue is resolved, dissassemble the pistol for a thourough cleaning, inspecting rails, channels etc, for any manufacturing defect that could be causing your issues. Check rails and channels with a straightedge, if there are no major boo-boos, a small amount of lapping compound applied to your frame rails and in the channels, with no recoil springs or barrel etc, work the slide and frame back and forth the full length of their travel, don't force anything, but work them back and forth until they are smooth, the full length of their travel. Clean up thoroughly with soap and water, lube with some synthetic or slick motor oil and after replacing the slide stop tilt the muzzle up and alternatively down. The slide should gently pour up and down the rails.
Or you could just send it back to Smith and Wesson? The issue is more likely a lack of finishing work on the operating surfaces, in the extreme it could be poorly manufactured, if the rails and channels are good to go, then after carefull reassemble check the lock work as it enters battery, slide and barrel in firing position, and as it comes out of battery. Modern manufacturing tolerances can be either tight or loose, depending on who set up the machinery and how sharp the tooling is? I don't recommend that anyone mess with factory lockwork, who does not have an understanding of how it functions, so send it back to Momma? Don't do anything that could void your warranty, that warrenty is your parachute at the moment, if all else fails, bail out, LOL. Sorry again, I know your dissapointed, but lots of guns need a little more love than they receive at the factory the first time around, and Smith will make it right!
And don't forget the LUBE, lots of gun hacks, scribes, etc, recommend running weapons nearly dry, DON'T. All moving machinery requires a slick film of something to prevent premature wear and promote reliable functioning. Lube as per recommendations, and don't be afraid to "hose out any new weapon", I know lots of people don't like WD-40, but it is a good cleanser, water displacer, and it will migrate to the places you can't see or get to. Sorry for the book, Billy Magg