Nothing wrong with wanting your reloads to work in the gun, but no one knows your quality, recipes, or experience. Reloads run from gamut from the T&E guys from Blackhills to Uncle Bob's reloads using 30gr .22LR projectiles, pistol powder, and reused primers in scavenged rusty steel cases. That's why no one, especially SIG, can give you the yes or no on using reloads.
I've run all sorts of ammunition from Wolf to Blackhills, suppressed and unsuppressed, in 7.5", 8.9", 10.5", 14.5", 16", and 18" in tests ranging from subzero freeze tests to covered in mud. They're as reliable as anything; they run.