CZ SP01 mags will fit and function in the Sphinx SDP Compact. You might try CZ75 mags, which should also work, and might be both easier to find and cheaper. For sure the SP01 (both Mec-Gar and "factory") mag will run fine. If you look around here and/or ask, you'll get lots of advice from the CZ fanboys, and maybe even some mags to try in your fine Swiss machine. Sorry, I don't own a CZ any more.
Unfortunate that Sphinx mags aren't readily available, though they're all made by Mec-Gar as well.