This morning I fired 50 rounds of Magtech 115grain (1 malfunction), 100 rounds of Winchester 124+P (4 malfunctions) and 70 rounds of Blazer brass 115grain (no malfunctions).
before doing anything with the gun, you might try running a couple hundred more rounds of the 115 gr. Blazer brass (or aluminum cased 115 gr rounds by Federal or CCI Blazer), as i note that as your bullet weight has increased, you do cite more failures...
as MM indicated, slide timing can be an issue--and it is quite critical in smaller rigs. in my view, it's a good idea to avoid +P rounds in smaller rigs...
when it comes to "near pipsqueak sized rigs" in 9mm, it is pretty tough to top a Glock 26 when it comes to reliability. i find that i can shoot the G26 almost as well as the bigger rigs (in fact i've often thought that the "perfect 9mm Glock" for me would be the G17 length handle with the G26 length slide--but alas, the G19 will have to suffice when it comes to their offering).
