I'm gonna throw this out there.....Just use factory ammo for carry, whatever general range ammo you use for other shooting. This is my reasoning specific to Sig P938.....
1. It isn't a target gun. Taking your 4" group @ 15 yds with any old ammo down to 3.5" with a good load....why bother?
2. It isn't an enjoyable range gun. It ranks down there with a Ruger LCP .380 in the "fun to shoot" category. You're out there just doing long range sessions with a P938? You find it pleasurable/enjoyable to shoot? (you very well might, I don't so am looking thru my personal preference filter)
3. It isn't much for any kind of precision work. The "sniper's paradise" type steel targets I generally love...I don't even bother with P938. Just a solid steel silhouette. If I want to really work at it, yeah I can go real slow and get the small paddles, but nothing like doing same with a P320 at full speed. I can do it, but it is definitely counter to "train as you fight". And since I view that particular gun as 0 recreational value, it's sole purpose is to fight.
I need to get that gun out of a deep concealment holster, get it on target, grip it well enough for a double tap, and I need to do that quickly. There's so much working against me, being any more precise than "close enough" isn't realistic. Just so much different than say a a VP9 from a Safariland ALS. Not knocking it. This is my second one. Great little carry gun. They eat up Winchester Ranger T (RA9T are the ones I use and carry ammo for all my 9mm), so that's great. They also eat up my generic 115gr FMJ or plated range ammo. I'll do my drills with it just because I carry it a lot and it is much more difficult for me to draw vs larger guns. It's size, type holster, how I wear it are different for that specific gun. Putting myself on a timer and doing multiple target drills, quick to see I have a lot of other things that need worrying about before working up a load which will ultimately result in "good enough" remaining good enough
Overall, the small size, concealability, comfort, and reliability are worth the tradeoff, but there is a tradeoff and has its limitations.
Just because they plunk doesn't mean they'll reliably feed in a P938. It's somewhat fussy. Not Kimber Solo fussy, but it's not a P226 either. XTP should be a great choice though and give a decent range of seating depth that still work well.
I don't know any of your powders. I use Win231. Over the chrony I don't think I'm getting full burn from the 3" barrel. The velocity drop was a lot more than I expected even compared to a 4" barrel. So that's something to consider if you are working up something specifically for the P938 or other micro 9. But really, why are you loading the XTP in the first place? Is it to make a defensive load? If so, I'd work up several powders and see what the chrony says. I'd be more concerned about what is giving me the velocity from the 3" vs what is giving me the tightest group (within reason). If just for general range ammo, trade those XTP 2or3 : 1 for some Berry's or Extreme
The accuracy potential of the XTP or even a HAP is kinda wasted in that application.