Your CCW had a malfunction... what do you do to regain trust?

Would depend upon the situation.

Failure to feed or eject: Was it a single round? If multiple rounds, am I using a new ammo at time of failure?
I have had firearms reject certain types of bullets such as those with rubber coatings. I note the manufacturer when that happens and check to see if issue occurs with other ammo. If no issues with other ammo, I just know not to use that particular ammo.

Oh, check the seating of the magazine. Any issues with the magazine such as not locking in properly or dropping randomly?

Quality and reputation of ammo are both important, too. Just remember that even good manufacturers sometimes have bad examples of outcomes. I learned this in October 2021 myself when I had a factory round explode in my firearm damaging both the extractor and barrel. That was with my firearm that I used as my concealed carry weapon which at the time was a Taurus TCP PT-738. Ammo manufacturer replaced the ammo and confirmed an issue with the batch of 380 ACP.

Another thought is a firearm may seem great on paper, but actual use may reveal features or characteristics that one may not like in their firearm. Perhaps you have to break your grip to operate some of the functions. Perhaps the trigger or handgrip is uncomfortable when practicing. Perhaps the firearm has a peculiar disassembly process. Bottom line, if you find you do not like something about the firearm, should it be a conceal carry choice? My personal experience says this is not likely.

Here's my final thoughts - it depends upon the totality of the circumstances. I would not look at a single issue but rather an overall evaluation of the performance of the firearm in general. Also, consider the reasons for the failure, any damage that may have required repair, turnaround time of repair, brand reputation for customer service, and your acceptance of risk of not having a firearm if your concealed carry firearm fails.

For that Taurus TCP, I was lucky that the Taurus TCP could be repaired, but there were fewer parts being made for that firearm by Taurus. The TCP did go bang once repaired. However, both the facts that parts would be hard to find in the future from Taurus and that 380 ACP ammo was also difficult to find at the time were the deciding factors to consider replacing my conceal carry. I ended up changing over to a Ruger Max-9 for my conceal carry for a more common caliber (9mm) and the fact it carried more rounds.