Has anyone else ever had issues where the P4P doesn't take photos when the shutter is pressed? It makes the noise as if its taken the photo but nothing, so frustrating.

It doesn't matter if it is the screen shutter or the button shutter on the back of the controller....the same thing happens.

It is gernally the first photo after I fly the copter. Subsequent photos generally work when shutter is pressed, but not always.

Is it just me or do others have this issue too?

Make sure that you press the shutter button on the RC fully... Half-pressing it will activate focusing, but will not actually take the picture.  Or, use the button on the App screen. (EDIT) Sorry, I hadn's read well... Have you contacted DJI Help Center?