OK, if I had been you, I'd have quit after the second with the same failure. I would never have bought three at one time, but that's just me.
I'm curious though, this is not a common problem with any Shield. So there must be something that you're doing to cause this or at least to exacerbate some minor flaw to the point where you have this issue when thousands of others don't.
I would love to see your gun(s) in person. Even better would be to see you shoot them.
I'm a longtime trained, experienced and competitive shooter but, as you so rightly suggest, trying different things to better understand a problem is a good thing to do.
Therefore, during the time I had these 45 Shields, I had three other highly experienced shooters fire most of them. Everyone experienced the same failures to feed nose-dives and the occasional closing on an empty chamber. We tried more than twenty different 6 and 7 round factory mags, along with the new grooved followers. We shot some mags dry and others with a light interior lube. We changed recoil spring assemblies, too. But, without a predictable pattern that we could identify, these 45 Shields eventually repeated their failures no matter who shot them or what we fed them.
I was able to conclude that those shooters with the biggest hands and most vise-like grips had a little less trouble than the rest of us but, eventually they had the failures, too.
As you and others have said, there are those who never seem to have such problems with their 45 Shields.
One of my fellow shooters has a 45 Shield made way back in August, 2016 and he has over 1,500 rounds through it with no such failures as mine have had, although his suffers from light primer strikes and occasionally misfires with his reloads that have hard primers. I shot his 45 Shield over 100 rounds on more than one occasion and never had a function problem like with mine.
All my six 45 Shields were made between November, 2016 and March, 2017 and all were LE/1st Responder guns (not that that should make any difference). But, every one had failures to feed with nose-dived ammo problems and occasionally short-cycled and closed on an empty chamber. We changed mags, followers, springs, ammo type, bullet weight as well as shooters but, they all failed at some point.
I persisted in trying newer production 45 Shields hoping that the newer ones would be more reliable but had no such luck. That's why I have reluctantly concluded that these 45 Shields can not be trusted.
I often wonder whether those shooters who rave about their 45 Shield reliability are really in a position to make such claims. Have they tried the variety of LE duty and practice ammo that we have? Have they shot their 45 Shields one-handed? Have they held them as though they were injured with a weak-hand grip? Maybe their results would be different if they did.
When I buy a carry pistol, it has to perform reliably for at least 200-400 rounds with DUTY ammo right out of the box - no break-in failures with excuses and excuses. And, it has to be reliable when utilized under real-world conditions, not just as a target pistol at the range. Any failures to function reliably under these conditions earns a pistol a reject rating and is disposed of.
The 45 Shields I bought were all rejects, period.
Now, the 9mm and 40 Shields I bought are all winners!
Go figure.