Predecessor, good, thorough review. I've got a couple suggestions and comments that might put you at ease.
First, regarding the takedown pin...yes I agree that it is a pain to keep track of, and I'm very happy that Taurus has gotten rid of it in the 800 series autos. Here's a tip for the removal. Once you have removed the magazine and lock the side back, rotate the pin 90 degrees CW as you normally would. Then rack the slide again (it won't move forward all the way) and lock it back again. This action pops out the pin just enough to get a good grip on it. Rotate it back 90 degrees CCW and it will pop out even more so you can wiggle it out. They actually recommend this in the manual...but I had to read it like 5 times before I understood what they meant. For reassembly, I'd suggest you insert it with the barrel pointed down...this will keep it in place.
Now...the misfires. DON'T SHIP IT BACK YET. Many other users on the forum and I have had the same problem with brand new 24/7s. When I first shot mine, I had 12 misfires out of 90 rds, and I was pretty disappointed as well. The second time I shot it, I had 5 misfires out of 150 rds. I'm now at 850 rds, and the last 500 rds have been misfire free. I am not disappointed anymore. I'm not sure if it has to do with all the grease that they pack or what, but it seems like many 24/7s need a sort of "break-in" period. I'd suggest you give it a little range time and a couple thorough cleanings before you send it back for repair.
One thing I can tell you though, you WILL love this gun.