I did the same as you originally, the directions tell you to remove the backstrap retaining pin and use it to move the sear disconnect lever. Actually the only reason you need to remove the backstrap retaining pin is if you want to remove/change the backstrap.
With the slide locked back you can reach into the ejection port with just about anything that will fit (toothpick, pen, key) to rotate the SDL downward to remove the slide. (I can actually get my pinky in there to do it.)
If you have a model without the magazine safety, you can also just pull the trigger instead of using the SDL. I think S+W just designed it that way for those who prefer to not have to pull the trigger to field strip.
My M&P9c was my first polymer pistol, being a revolver and S+W "third gen" fan (in addition to the BHP and 1911). I like it way more than I thought I would and recently added the new "Shield" as well. It's also pretty impressive.
Also wanted to add; I've heard nothing but rave reviews of S+W customer service. If the slide not locking back is due to a weak magazine spring or worn follower, I'd just replace it myself. If you determine that it is anything else, or can't determine what it is, allow S+W to take care of it for you.