I too carry the Hornady CD in my Kahr P380 with no problems what so ever. They really make a lot of sense to me, in the 380 especially.
I tested the 9mm Hornady CD's in four different compact 9's, R9, PM9, Colt Pocket Nine, and a Kimber Solo. All the rounds tested went off, cycled the slide, and proved adequate as far as accuracy. The only problem was the primers all showed "fried egg look" that were shot in the R9. All other rounds fired in the other pistols showed good and normal looking strikes. I determined it was the R9's fault and not the ammunition's.
I currently am carrying 124 gr GD's in the Solo just because Kimber recommends 124 gr and 147 gr ammo in the Solo.
I would not worry about the .45 acp CD's in the Sig, it is a completely different gun than the R9.