About the sling, I need more info on the model. I have the GSG pistol version. Mine has a metal loop on the back where the but stock usually goes. Also, there is a metal eyelet on the front of the barrel that can be used to clip a sling to, say you wanted to use a 2 or 3 point sling.
About the bullet ejecting issue...hmmmm...I don't have mine on me now to try and duplicate your results, I can't remember. I have a vague recollection of pointing the barrel up and puling the charging handle back, and the shell falling our through the mag well. Maybe it's just designed that way...if your shells are ejecting properly while firing, with no problems, I personally wouldn't worry about it. .22's are weird creatures known to have their own habits and nuisances.
Sorry I don't have a more definitive answer on the shell ejection.