The slide won't lock back with a full magazine inserted. You must push up on the slide lock lever while pulling the slide to the rear. You can use an inserted empty magazine to lock the slide back when it's pulled to the rear.
If your slide won't lock back when racked on an empty chamber AND an empty magazine, the slide lock spring could be damaged or not assembled correctly with the free end of the spring resting on the ledge of the slide lock lever.
Any ammo you choose to carry for self defense should be thoroughly tested with live fire at the range. Don't be cheap, but fire several magazines full and test mag + 1 loading and reloading. With the slide forward, the full magazine may be hard to seat properly and may require a firm grip of the top of the slide and the bottom of the inserted magazine for that "click" and secure lockup.
I use Speer Golden Sabers Short Barrel for all available calibers in my defensive pistols... 124-gr +P GDSB for 9mm.
Wynn
USAF Retired '88, NRA Life Member. Wife USAF Retired '96
Avatar: Wynn re-enlists his wife Desiree, circa 1988 Loring AFB, ME. 42nd BMW, Heavy (SAC) B-52G's
Frédéric Bastiat’s essay, The Law: http://mises.org/books/thelaw.pdf
Thomas Jefferson said
“A government big enough to give you everything you want, is strong enough to take everything you have.”
and
"Peace is that brief glorious moment in history when everybody stands around reloading".