Okay, failure to return to battery. That clears it up. That is due to the stiff recoil spring and weaker ammo. Once it gets broken in a bit, it'll go away. Basically, the slide isn't traveling all the way back, so it doesn't have enough force to load the next round.
Thanks for the replies to all. No. Never had the slide fail to lock. Just fail to return to battery. I'll have fun breaking it in and when it's not being used I'll go with the advice to lock it back for a while. :?
Yeah that makes a big difference. When I got mine I cleaned it. Put some lube on the trigger bar lubed barrel hood and the contact points on the slide. I put some mil-comm grease on the rails in frame. Normally I dont use the grease but figured it would help the slide glide smoother during break in. First 100 rnds were 124grn federal and cci 124grn. After that whatever ammo I could put in her.