Sorry to hear you had trouble
I picked up a new Neos last month and it has performed well with Federal 36 gr (325 pack), Winchester 36 gr (525 pack), Stingers, as well as some very old Reminton 40 gr, old CCI hollow points and Minimags. Did you get a good strike mark on the rounds that didn't fire? The first thing I would check is the firing pin and the spring to make sure there is not some factory grease or excess oil/grime that is causing it to strike lightly. You could pull the trigger with a piece of spent brass in the chamber a few times, rotating it to get a look at a few strikes and make sure they are uniform.
As for feeding, the first round always chambers fine for me. I have found that failures to feed occur mid magazine and are usually my fault - a weak grip will occasionally cause a round to hang on the ramp. If the slide is traveling freely and quickly it always chambers the round. Is the slide moving freely when you hit the release? Loading only five seems a little extreme - you might try nine for a while but I have not experience this problem.
Using CCI is a good idea - if you can find it. I am sure some of the more experienced members will better outline what could be causing the problem. I cleaned mine thoroughly before the first trip to the range with almost no lube on the firing pin/spring but a well oiled slide. Best of luck.
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