What I've found works in my .40 (after much trouble) using that same lee 175gr TC mould is this "formula".
First off, I use air cooled clip on wheel weight lead (sometime as is, sometimes with a little tin if my mould is giving me fill out problems that day). I prefer to air cool them because water dropping is messier and there's no need to harden them for pistol use anyway.
Then before sizing I clean them with some 91% rubbing alcohol in a plastic container and then air dry them, then I powder coat them and then I size them to .401" with a lee sizer die like you're using... no lube is needed because of the powder coating. Then I load them over 5.2gr of Unique at a 1.135" OAL.
Also, I've powder coated my expander plug so that it expands them a little more below the mouth flare. It's important to flare/bell the casing enough that it doesn't shave the powder coating off the bullet when you're seating the bullets. I also only set up the crimp so that it takes the bell off the case mouth... I don't crimp the bullet. I haven't had any problems with bullet setback.
I also had no luck with Lee Liquid Alox, no matter what I did. I was even running bullets as large as .404" in my gun with 50/50 beeswax/vaseline lube and was still getting leading. I had tried various charges of Bullseye and Unique and nothing was getting rid of the leading. The powder coating did the trick though, but it's not fast and easy like the lee liquid alox. Hi-Tek lube from bayou bullets seems a lot easier than powder coating, so maybe give that a shot if you can't get rid of the leading with normal lubes.