I had the same problem with my new shield. It is very stubborn. When I tried to reassemble it I could not get the slide to come all the way back to a point where I could reengage the down lever or the slide lock, something seem to be blocking it. I checked that spring was center and reseated it a couple times. Once I intentionally put it in not centered and the problem got worse as expected. The next day I tried rotating the coil and finally the slide locked. Now my soar hands can take a day to recover!
Also, I noticed that with an empty mag installed the slide will lock back automatically, but I cannot get it to release by pulling the slide back. With the mag removed, I have no problem. Is this typical?