A dealer tells me that he buys special "Pro" or "Gold Series" type lenses directly from the Sigma factory, and that they are better (and more expensive) than the Sigma lenses, which other dealers are selling. Is this true?

No. No dealer can buy Sigma brand lenses directly from the Sigma factory. Also, the Sigma factory does not make special Sigma brand lenses for any retailer. The cost for such customized products would be prohibitive. Sigma Corporation of America is a wholly owned subsidiary of the factory (Sigma Corporation) in Japan, and we buy all Sigma brand products, which the factory manufactures.