It could be a break in issue. It could also be ammo related. I took my new Shield out last week and had 1 FTE, 1 FTF, and the slide failed to lock back twice. After those few issues it ran fine. With all the hype that I had read online, I was ready for the holy grail of carry pistols. I even sold my beloved G26 Gen 4 that has never had one issue to get it. I was not to impressed and decided to carry my 3913 instead and use the Shield as a backup to it. As with anything man made, there can be issues. I would just say shoot it some more with different ammo. If they issues go away, chalk it up to a new gun that just needed to be broken in. If you continue to have issues, send it back. S&W will take care of it or you.
Thank you for your service. I have 22 years on active duty right now and look forward to retirement in 18 months.