I looked at a P238 with the nitron finish earlier today. The finish on the safety had been rubbed right off, down to bare metal, by whatever number of people had handled that pistol. That didn't impress me.
Only the slide is Nitron coated. The frame is anodized aluminum and I'm not sure what the safety and the slide lock levers are finished with but they don't look like Nitron to me.
I wouldn't worry about the finish off the safety lever, heck a display gun may have had that safety flicked more than yours would in a lifetime. It does have a rather satisfying click, particularly when disengaged. It just begs to be clicked on and off.
You asked about warranty experience- Well 2 of my 3 mags for my P238 weren't right, Sig replaced them
in advance of me sending the old ones back at their expense.
Then last week I discovered I had the wrong rear night sight on mine, was an 8 supposed to be a 6, now I know why it shot high, called them up and they sent me a 6 with no request for the 8 to even be returned, now thats amazing because a rear night sight is what $50 or so? They probably figured they couldn't reuse it if I returned it since it would probably be a little buggered up from me driving it off. BTW I'll never do that again, I now have a universal sight pusher on the way. I really didn't enjoy hammering away on a drift on my little P238 slide....
Now don't take any of this as defending Sig, they highly pissed me off a couple of years ago on some free gear offers they had, they screwed that program up enormously and I was to the point I was
never going to give them another dollar, but then the P238 came out...sigh
PS I have a German P228 and P220 Carry, love them both and never a problem with either.