I certainly wouldn't send it back for that. Just back the screw out enough to get a drop of blue locktite on the top of the threads. Then tighten it snug and let the locktite cure. As far as ammo, these ultra-light guns can be ammo selective - more so during break-in. I wouldn't worry that it doesn't like your 100 grain, flat nosed reloads. Break it in with 100+ rounds of factory, brass cased FMJ. The S&B is fine. Then get a few mags of carry ammo through it. How many flawless rounds are enough to call it reliable is up to you.