Sounds like you've run into some "irregular" ammo. Much of the CHEAP stuff is cheap because it isn't made to the same exacting standards as the more costly stuff. Irregularities happen.
Rounds that stick in a mag are often rounds that are too long. If they stick with rounds above them, the mag won't feed, and the ones above fall out if the gun is turned over...
I had a S&W 52-2 some years back, and it would shoot only wadcutters that were exactly the right length. Otherwise, I'd get the kind of problems you described in the original comments.
Find a good economy brand (I like Sellier & Bellot, Blazer, and Georgia Arm's stuff) and use it for the range, using the premium stuff for carry. But you seem to have already come to that conclusion.