Bought my .40 shield about 2 weeks ago and i am having the same issue with the mag. dropping out particularly the extended one
I havent removed anything from the gun The magazine springs are so tight it is not humanly possible to load by hand without some sort of device to help, the springs in the magazines are really stiff and tight. Im thinking if u have the same issue, it could be the magazine spring is so tight that when the round releases when you shoot the gun, there is so much pressure on the spring that it is affecting the catch on the inside of the gun, from the percussion of the shot.
I did notice that if you dont fill the magazine entirely, it doesnt happen
After the spring loosens up im hoping it resolves the issue, if not, the service dept will be getting a call