Try this with an empty gun and mags. Slide forward, insert empty mag, pull slide to rear and see if it locks. If your mags are new, and un-tampered with, this should work. If the slide locks open with all mags when trying this, the problem most likely is in your grip...you could be putting pressure on the slide catch with your thumb under recoil. (Probably your support thumb unless you have very large hands)
If this does not work, disassemble the mag(s) and check to be sure the spring is inserted correctly. Typically, the "high" end should face the front of the mag...very common for guys to reassemble the mag with the spring backward, and although this will allow feeding, it often will not allow the follower to engage the mag catch.
Another thing that could cause this with a new gun is that the gun is "dry" and needs lubrication. NO ONE seems to understand that a new gun should be cleaned and lubed correctly before it is shot. Manufacturers are much more concerned with storage of a new gun than in it being correctly lubed for use. Make sure this is not your problem.
I have never had a problem with factory H&K mag springs or magazines in any of the several I have owned, nor with the .45 USP i own now.