Contact Sigma. They don't license the flash protocol; they reverse-engineer it. That means that they don't always get the details exactly the same a Canon, and quirks in new models often require an update. The official protocol (secret to Canon) probably hasn't changed, but different camera bodies can implement it differently, and so not work with older reverse-engineering. That's probably what is going on. In the US, Sigma will do such updates for free:

Courtesy Updating

In today's day and age of ever-changing technology, Sigma will, at our discretion, offer some updates if available to the original purchaser of the equipment at no charge.  These updates are done as a courtesy and are not considered warranty repairs.  

(You will have to send it in the their service center, and it may take a little while to get it back.)

I'm not sure of the situation in the UK; I can't find an equivalent message on the Sigma UK site, but there they discuss a specific compatibility issue and say that they'll fix it for free under warranty, for £5 out of warranty with proof of purchase, or £34 for second-hand items. I'd contact them and see if this is also the case with EF-500DG updates.