The rear sight on my SDP was held in place by two 1.5 metric allen-type set screws. (I went out to buy the proper tool, and after I bought it found I already a set in the tool box. Duh.) You can pick one of these small sets at Harbor Freight for well under $10 (and get a SAE set and a Torx set, too.) I had no problems getting the set-screws loose and but did use a heat gun (after a warning from a Kriss rep that it might be needed.) Sounds like somebody overdid the loc-tite on yours. The tool I used (which had many different flip up/down sizes) lets you apply a lot of leverage easily.
After I changed the factory hammer spring to a CZ compact 17 lb. hammer spring, my complaints about the trigger went away. (Others have gone to lighter hammer springs. I had some failures to ignite with the 16 lb. spring; a friend who also had an SDP had no problems with the same 16 lb. spring. It makes a big difference in the trigger pull. It's heavier than it feels, because it's so smooth.) I've got a Cagun Gun Works spring kit for the gun, but haven't installed those springs yet. I just wish my CZ Kadet Kit would fit the frame -- it doesn't. Changing out the hammer spring is a 2-minute job; on a CZ, it takes a bit longer.
I've been using CANIK Stingray mags in addition to the factory mags (and they work in the the CZ P-07 as well) -- a perfect fit after thinning down the top of the base plate (plastic, with extra material). Got them from J&G Sales.
I had to do something similar with a SIG P226 X-Five in .40 -- when I didn't want to have to get a second mortgage to buy factory mags -- using a similar hi-cap Mec-Gar mags for the standard P226 gun. The X-5 factory mags are pricey.
I have a P228 SRT that has been worked over by Grey Guns, and I think it and the Sphinx SDP are very similar in most respects. (Luckily, I bought the P228 used, so didn't have to pay the full price. But the work done on that gun (or the similar M11A1) to achieve a similar level of performance to the Sphinx was several hundred $$$ more. Aftermarket support for SIGs, of course, is much better.
I've had several other Sphinx pistols (2000 series) and aftermarket parts were never an issue -- because they were never really needed. My experience with them is what caused me to get an SDP. The biggest difference between the newer Sphinx models and older models seems to be the effort that Sphinx put into redesigning the guns to make them equally precise in fit and finish, with less hand work. Sphinx makes a very refined weapon.
Whether KRISS follows through with better customer support and whether aftermarket parts will be available remains to be seen. When I had the earlier Sphinx models, the only support came from talking directly with Sphinx in Switzerland -- happily they could deal with English-speaking (or writing) customers -- and the only thing I ever needed from them was a slide stop and a user manual (which I had misplaced) spring. Transferring funds internationally can be a challenge for some banks, ans Sphinx eventually sent me one free of charge. They didn't have to do that.