The way the last 9mm round or two sits in a SS mag is very flat and is under a lot of tension. Ever tried to unload with your thumb a fully loaded 9mm mag it's difficult, they even make a special tool to strip the rounds out. So this is what your slide is trying to deal with when loading from the slide lock position. When you have 7 rounds or less in the mag the round is under less tension and presents itself nose up a little more making it easier for the slide to strip the round off.
i assume if you release the slide by hand with the slide fully reward it will strip a round off a fully loaded mag ok?
So the issue is the slide does not have sufficient energy from the slide lock position to overcome the forces on that first first round to chamber it. So now you have to increase the energy of the slide and reduce the forces placed on the first round and the angle it presents to the feed ramp. Here are a few things to check. Try running the heaviest recoil spring you can to eject the case reliably. If you are running super light loads then this will be an issue. If so try running so factory 9mm through the gun with the correct recoil spring for those loads and see if you still have the same problem. How long are you loading your ammo? I assume you are reloading. Try longer loads OAL 1.15 and see if that helps. If none of this works Then you can try to reduce the friction on the round as it sits in the mag. Try polishing the inside of the mag and the feed lips. You can try and adjust the lips so that the round sits a little more nose up but be careful here as you can ruin a mag by doing that. I suggest you buy a Single Dawson mag and try it they usually work straight out the box. If none of this works then send it to a gunsmith.