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I have a couple of the threaded Victory models. I shoot suppressed most of the time but here's some ammo I've used with no issues whatsoever:

Federal AutoMatch 40 gr solid muzzle velocity 1200 fps. I have thousands of rounds of this ammo so I'm glad that my Victory pistols liked it.

Remington 22 Target 40 gr standard velocity solid 1150 fps. I don't have much of this but wanted to try it out and it was just fine.

Wolf Performance Ammo Match Extra 40 gr solid non corrosive (made in Germany, not steel cased). For some reason I really love this ammo. When loading it, it was very "slick" but not gummy. I only have about 1000 rounds of it but will be buying more.

CCI Mini-Mag 40 gr copper plated round nose for target/plinking 1235 fps.

GEMTECH Silencer Subsonic -- both pistols really love this ammo and I just received another 3000 rounds of it. I will mainly use it in my 10/22 rifles but once in awhile if I want my pistols to be REALLY quiet I'll feed them Gemtech. This was the quietest ammo out of my Victories.

Ammo with a few issues (but not tested extensively):

Remington Golden Bullet 36 gr brass plated hollow point, high velocity 1280 fps - this ammo jammed once during my first range session when I shot it suppressed (plus it really didn't go subsonic anyway which is why I tested it unsuppressed this range trip). The round that jammed was bent with the bullet part loose and nearly coming out of the case. I just don't like this ammo, but I have about 1000 rounds of it and I'll shoot it up, probably in my 10/22 rifles. I guess it's not bad ammo, I just like all my other brands better so I won't be buying any more of this.

Aguila Subsonic - my guns did not like this much, jammed a few times so I'll just shoot it up in my 10/22s and not buy any more.

I've never used Federal Lightning so I can't commentioned on it.

I absolutely love the Victory and haven't had so much fun shooting a 22 pistol in a long time. I hope you get your ammo problem resolved.