Warm welcome from Tampa FL. We are glad to have you.
I don't think that advice from the salesman sounds right. For any new gun, I would indeed to expect it to work "out of the box". However, having said that, it might be worthwhile to eliminate some things, though. The Operator Manual for the Hellcat indicates the points of lubrication, on page 26:
Did you perform this step? Or did the salesman do this prior to you receiving the pistol? If not, it would be an idea to do this service prior to your next range session. For lubrication, follow the manual and use "any quality firearm lubricant". (I use Slip 2000 EWL).
Regarding the reloads, you said that they did not misfeed? Typically Speer Gold Dots are some of the best most consistent ammo out there. That is indeed strange!
If it were mine, I would do a simple field strip, perform an inspection (just look for anything unusual), lubricate it per the manual, and re-try with good quality brass case new ammunition. If you don't find it 100% (and by that I mean every single round should go bang, every single time) from any of the magazines supplied with the pistol, inside a couple boxes of ammo, I would be getting in contact with SA customer service to discuss your results.
Good luck!