I had this problem with a Ruger 9mm. I sent it to them several times and they returned it no-problem-found. I then videoed me firing the gun and the gun jamming. I had a friend fire it in case I was limp-wristing it. They allowed me to replace it with a different model, but denied there was a problem. 1. Video the problem and return it to the manufacturer with the video. 2. It may be a tolerance build-up issue. As the gun heats from repeat firings some parts expand out of tolerance. (That, I’m certain, was my issue.)
“As the gun heats from repeat firings some parts expand out of tolerance”
The OP has the malfunction only on the first round. Maybe he’s got the opposite problem -something is out of tolerance and the heat from the first round gets it into range.
Anyway, if it was me, I’d take the other advice of selling it and picking up something else.
That looks like quite a large piece for a .380. Wouldn’t something smaller like the S&W Bodyguard be a better choice?