Is this a known issue with this equipment combination?

Possibly. In late 2013, Sigma announced a compatibility issue between some of their lenses and the D5300. From the announcement:

Thank you very much for purchasing and using Sigma products. We have found that the current firmware of our Nikon fitting interchangeable lenses may not work properly with the Nikon D5300’s OS and Live View Auto Focus functions.

For those customers who own Sigma lenses in Nikon mount, we are going to provide a free firmware update service.

Please note that all the products we dispatch from the factory will have the latest firmware.

Without the latest firmware, the OS and Live View Auto Focus functions do not work properly when it is used with the Nikon D5300.

Unfortunately, they don't specifically identify lenses that were or were not affected by this issue, nor do they go into further detail about how the OS and Live View Auto Focus functions "do not work properly".

Also unfortunately, the Sigma 18-200 is not compatible with their USB Dock, so should your lens require updating, you are unable to perform the firmware update yourself; you would have to send it in to Sigma for factory servicing to have it updated.

Did you buy your lens new from a retailer, or did you purchase it used? Do you have the box that came with the lens? If so, check the box for the D5300 Compatibility sticker (shown in the Sigma Issue Announcement linked above); if the sticker is present, you do not require a firmware update.