I just purchased an xd9sc and the same thing is happening to me. I have tried Reloads, Wolf, PMC, and Remington ammo so far and no slide lock.
FYI - The very first two mags ever shot was with WOLF and it
DID lock. Two other friends shot it tonight also with no slide lock.
I have some Hornady PD rounds that should be hotter than any I've shot to date, but I hate to waste the expensive ammo just to test for slide lock.
Very happy with fit an finish and accuracy so far. Have maybe 350 rnds down the barrel so far.