I don't have the Thunder .40, so I am guessing. Does the magazine stay completely in it's place? I'm thinking (i know that's dangerous) that the magazaine may not fully catch, work a bit out of place, and the mag safety doing it's job.
Oh my, where are my manners? WELCOME ABOARD from Tampa Bay.
Welcome to Bersa Pistol Forum, glad to have you on board from the Lone Star State.
The only suggestion I can think of is the mag ( like Gretschguy ), have you tried another mag and are they Bersa made mags??? I have had problems with non Bersa mags.
Sorry I am not much of any help with your problem.
Check to see if you feel spring tension when working the slide catch. The right side slide catch has a spring that is captured by a small grooved tab. The tab on my UC 45 pro broke off and the slide catch jumped around from recoil.