but this is a brand new $400 gun, I don't think I should have feeding problems without even having put 100 rounds through it.
Sounds like a slide release problem, but I'd make 'em fix it! You paid for a gun that is obviously not up to specs, and the dealer or manufacturer should make it right! Does it have any sort of a guarantee??
give everything a once over with some Hoppe's #9.
Hoppe's No. 9 IS NOT a lubricant!