A few points:
You were treated very badly by ST - the factory mag extension cost about twice what there's does.
I have the same gun as you (two actually). Both guns were working fine, but I changed the factory red followers to the super ST followers because everyone said they were so fantastic.
End result was that the new followers were very prone to binding. It was very difficult to load the mag, and it would not always feed a round. I took it apart, greased the follower and the mag tube (lightly) but the problem persisted.
I ordered two of the stainless steel followers from Brownells, installed them, and now they load and feed just fine again.
I believe that the ST mag follower design is less than ideal. The factory and Brownells followers are hollow, and the spring seats inside them. The ST followers have a spiggot out the rear that the spring goes over - I believe this design is inherently unstable in the mag tube and can cause binding - not on all guns, but certainly on mine and a few others I've heard off.
Dump that plastic crap and get yourself a Brownells stainless follower and your feed problems should be over.
Your ejection problems are a different matter. I've heard that some 870 chambers are a little rough, leading to empties sticking in there. The solution is to polish the chamber. Mine work OK, so I've not attempted this.
These 870 Express models are roughly made - lotsa burrs all over mine, but at least they are cheap and they work (usually) !
If you want a truly nice pump try a Browning !