Having to calibrate a lens is a common occurrence. I purchased a new Sigma 8-16 about two years ago that was off. I wound up entering the maximum amount of correction (10 units), which made it better, but it was still off. CRIS here in the US is also a Sigma warranty shop, so I dropped it off - and they asked for the camera body to be left also (K5). Two days later they calibrated the lens (it was off by 45+ units) and had it setup perfectly with the body.
The other thing I was going to say, is that the K5 can hold up to 20 separate (Pentax) lens corrections, but only 1 for a non Pentax lens. So, if you have 2 Sigma lenses, both of them get the same correction. When you have time, I would send the lens in to your local Sigma service for correction.
I too know frustration. I have decided to go AF for my longer lenses.