48 hours later...
I've got my hands on a Nikkor 10.5mm/f2.8 fisheye to compare it to the Sigma and decide which one to take to New Zealand!
In the centre of the pic, both lenses are quite comparable (the Sigma at 10mm, that is). Plus Nikons software CaptureNX has an option to straighten the curved fisheye lines (if you shoot in RAW mode).
I have a lot of observations that I'll write down in the Nikon segment of this forum. But with respect to the Sigma I can say as much:
In addition to the visible softness on one side, my Sigma has a focussing problem
I just made a series of shots under controlled conditions (same subject, Lighting, etc. Both lenses set to 10mm/F4. Focus spot on the same subject (single point focussing). While the Nikkor hit the sharp spot dead on, the Sigma was off to an amount, that resulted in general softness in the complete picture, that could clearly be seen even at only 50% magnification.
When I focussed manually, the picture quality of the Sigma improved (in the center) but still didn't reach the Nikkor. And that after defishing the Nikkor and a little magnification to bring it up to the same magnification.
So in addition to the on-sided effect of the bad adjustment, there are problems with bad focussing and that kicks the Sigma out of my lens collection. That may come from the smaller aperture of the Sigma (4.0 vs 2.8 ). Whatever, I don't believe that the sloppy focussing can be corrected by the Sigma service.
That's very unfortunate for the Sigma, because under ideal conditions it's pretty sharp and well CA-corrected. But without reliable focussing that's all for naught...