So, you fired 200 rounds through the P239 without any feeding issues (or issues of any kind), and then it started to exhibit a feeding issue with 2 different major brand HP's?
Was it with a full magazine load, for each and every round, that you experienced a feeding malfunction? Did you try it with a partially loaded magazine, or just when it was full? Was it only when loading (depressing the slide release or manually retracting and releasing the slide?), or did it happen when the pistol was fired, too?
Did it happen with both magazines, or just one magazine, supplied with the pistol?
Did you try to use any of the same ammunition which had previously fed & chambered again?
Did you clean and
sufficiently lubricate the pistol before taking it to the range? How 'wet' did the barrel exterior and rails appear? Did you clean out the magazine bodies and remove the factory packing/shipping oil?
Sig Sauer pistols are often described as 'wet' pistols, and for a reason. During the armorer's class we were repeatedly warned to make sure Sig duty pistols are properly lubricated, and that meant that we were able to verify the presence of the lubrication by both
sight & feel (in the appropriate spots, of course). It was even a fill-in-the-blank question on the written test.
Here's a couple of links to the Sig website, under Customer Service in the Maintenance Guides section, where you can download their Preventive Maintenance Guide in .pdf format, as well as see some videos.
http://www.sigsauer.com/CustomerService/documents/PREVENTMAINTGUIDE.pdf
http://www.sigsauer.com/CustomerService/MaintenanceGuides.aspx
A dirty magazine (especially if it wasn't cleaned prior to the first range session) and an insufficiently lubricated pistol, can sometimes lend themselves to feeding/chambering problems.
Anything appear damaged on the pistol or the magazine?
Too many folks like to automatically polish feedramps before identifying and confirming a problem exists with the feedramp as it came from the factory. Sometimes it might be a fouling, lubrication, magazine or ammunition problem.
Just my thoughts.
Why not call Sig customer service if you suspect something has happened to the pistol, or if cleaning & lubricating doesn't resolve the condition?