First off, I'm assuming the gun was NIB. Did you clean it thoroughly before taking it to the range? Magazines too? The packing/shipping grease used on it as it leaves the factory will cause malfunctions if not removed prior to shooting. It tends to get gummier as it gets hotter and fouled with carbon.
There isn't anything wrong with either ammo that you shot. Even bad lots get into circulation once in a blue moon, but I think your FTE's may have been due to something other than the ammo. Most people do NOT disassemble and clean their mags prior to use. That grease really needs to be gone before lubing up and shooting your gun.
Proper lubrication after cleaning is also necessary for firearms to function properly. Some like a little while others like quite a bit more. SIG's, unlike Glocks for instance, prefer a decent amount of lubrication whereas the Glocks like to be pretty clean and relatively dry.
Generally the break in period for most handguns these days is around 500 rounds. Plus or minus a little for slightly tighter or looser tolerances attributed to minor variations during the production process.
I shoot mostly WWB for punching paper and 147gr Federal Hydra-Shok for SD/HD use. Different strokes for different folks. Unless it is really old or otherwise questionable surplus stuff, most commercially available ammo these days are trouble free and functionally reliable (in centerfire that is - rimfire will be a different and debatable subject for another time).