So I got my Sigma replaced, by Merkle Camera, and what a difference it made! From a copy which had severe AF issues (I needed MA=-10 at 50mm, and MA=0 at 17mm) - as bad as my copy of Tamron 17-50mm non-VC (-5 at 17mm, +5 at 50mm), to the current copy which only required a minor adjustment (MA=-2), most importantly - the same adjustment at any FL, and any distance!
The lesson which I first I learned with my Tamron is again confirmed, with the Sigma, - always buy fast zooms from places with a good return policy, even if your body can do focus micro-adjust.
Other observations regarding AF: both Tamron and Sigma do not focus properly under fluorescent light (incl. LCD monitors and TVs), and with red focus assist light from external flashes. It's probably the issue with all fast zooms. So when you calibrate AF, forget about displaying the target on LCD monitor, and don't use artificial light (fluorescent, and I think even tungsten) - always use daylight, and the more of it, the better.