I was having failure to feed problems yesterday during a plate shoot with my .40 Hi-Power. The gun was clean to start the day. It happened three times out of about 100 rounds. I was using two different mags, but didn't notice if it was the same mag each failure. The gun would fire, eject but lock open as if the mag was empty. Just dropped the slide and continued (lost 2 heats because of it). I was loading six at a time in the mags, and if I remember, it was happening with two or three left in the mag.
I was using factory ammo.

Does this sound like a mag problem, or an internal one.

Check the bottom of the slide stop for signs of brass. It sounds as if the nose of one of the cartridges was contacting the slide stop and causing it to engage the slide. Most common problem for this is the overall length of the cartridge being used.