Welcome back...1) I'd reload the SIG brass until it's proven itself not to be worthy of my time. But I have zero experience with it.
2) For excellent RN, and here I suppose you really mean FMJ, look at the 124gr FMJ from
Precision Delta. If it's like their JHP, it's about $110/K, but if you buy 2K then the price drops to $89/K. You can't beat the price and the quality is VERY high.
If you'd prefer a Rounded JHP that works well with the Dillon dies, then the 124gr JHP from both
Zero and
Rocky Mntn Reloading work really well. The Zero will load at about 1.100" and the RMR will load a little shorter at about 1.060".
3) If you want to shoot conical FP or JHP, then contact me. I'm making anvils for the Dillon dies that will accept the Hornady 'XTP', Precision Delta JHP, RMR 'Match Winner', and others.