A brief reminder concerning the Sig 238-Colt Gov't .380 and Mustang Family...
After reviewing the Sig 238 schematic, it appears as if the majority of the components are the same as the Colt Mustang, while the Colt manual touches on one particular bothersome issue, it appears as if the Sig 238 manual does not. ETA It looks like Sig may have fixed this possible issue, but just in case, keep reading.
The ejector on the Mustang can be over extended into the mag well and get "stuck" by the sear spring.
Here is the procedure from the Colt manual to return the ejector to the correct position.
*I can not guarantee that this procedure will be the same for a 238*
The Colt manual can be found in it's entirety here: Colt Publications , and the Sig manual here: Sig Manuals
Another write up of the procedure with better pictures can be seen here: Colt Mustang +II Troubleshooting.