The new Colt's have a history of not liking reloads and some factory ammo, especially Armscor brand and other cheaper brands and harder primers like CCI.
Either try the factory again and let them fix it correctly, or send it to Heffron Precision for their trigger job.
This not only gives a DA and SA trigger as good or better then the original Python, they also seem to get reliable ignition after whatever they do.
Bottom line, select your reload primers for best reliability and do good reloading practices like cleaning primer pockets and seating primers all the way.
Best advice is to make Colt fix it....You paid good money, make them correct it on their dime.
https://www.heffronprecision.com/