From replies so far with the 4 extreme corner D500 AF points using the 150-600 f6.3 there are issues being reported that are not present (or much less so) with an f5.6 lens like the 80-400G.
To get a near equivalent to 150-600 comparison I have used my 200-400 with TC 17e to get 560mm f6.3.
Using a low contrast low light level static subject starting with the D7200 the outer column middle point AF focus is good. Using either top or bottom points in the columns there is a distinct slowing up of AF acquisition. AF still works but, unlike the centre point in an outer column, acquisition speed is probably not fast enough to track flying birds in low light.
Moving to the D500, all 5 points in the columns in positions equivalent to the D7200 outer points work fast - in my test a better result than the D7200.
With the D500 extreme outer columns there may be a slight slowing up of AF acquisition but if there is it is small and probably not measurable without specialised testing equipment.
There might be a fractional drop of in acquisition speed with each column top and bottom AF points. If there is it is far less than drop off on the top and bottom D7200 outer column AF points. This is a distinctly better AF performance from my D500 than from my D7200.
Whether outer AF performance with the D500 is not as good with the Sigma 150-500 f6.3 as with the Nikon 560mm f6.3 close equivalent; or there is an issue with the OP's D500 is not clear. At least 1 other has reported a similar 150-600 issue so maybe the issue is to do with the lens and not the D500.
My somewhat basic tests indicates AF with an extreme outer D7200 is distinctly not as good as centre. There may be a much smaller AF performance drop off the a D500 extreme outer AF point, but unlike my D7200, not obvious.
Images from the OP (or another 150-600 user) of problems, with EXIF intact, could help with further discussion.
It is well known that the central AF point on most cameras is the quickest to focus and usually the most consistently accurate.
Some difference between centre and far outer AF points would be norma with any DSLR.
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Leonard Shepherd
You can buy kit. The rest is mainly down to you.
The more you practice, as with a musical instrument, the better you are likely to become.