You could ask on SIG Talk forum - lots of minutiae known there, but my knee jerk response would be that any difference wouldn't be something functional.
As for a 9mm conversion, you can get a 9mm conversion barrel and not have to spend money on a slide, or you could get the "conversion kit" (slide and barrel) - the benefit of the latter would be that the sights would be correct whereas the sights on the .40 slide might be different. I seem to recall reading that the sights for .40 are different from the sights for .357 SIG, but I am not sure about for 9mm vs. 40.
There are a number of barrel makers offering conversion barrels, such as EFK and Bar-Sto.
Again, SIG talk would get you some better answers.
FWIW - I have a converted 9mm to .40 using a slide/barrel from a .40 226 and it works just fine, and vice versa, but you will get better functioning with a 9mm magazine than with the .40 when converting from .40 to 9mm - in my experience. Ditto with the recoil spring - naturally.
The nice thing about the 226 vs the 229 is you don't have to change locking inserts when changing the slide/barrel combos, and you don't have to deal with whether the mags will fit (the older 228/229 won't take the newer 229 .40/.357 mags).
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