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Aliengear makes good holsters. I am lefty as well, and use them. They have them pretty much any gun you want. If you change carry guns, they will swap shells to fit new gun free of charge.
Sig sells this one for your gun: https://www.sigsauer.com/store/sig-sauer-nylon-ankle-holster-p238.html Also found this article which discusses several options: http://www.reloaderaddict.com/best-sig-p938-ankle-holster-review-sig-sauer/ Also, ask Buds - they sell this one and it may be available in the left hand model. https://www.budsgunshop.com/catalog/product_info.php/products_id/95822/DES+014PCU7Z0+014+DIE+HARD+ANKLE+RIG Good luck.
I have a couple small pocket carry guns, but prefer to get them out of my pockets and onto a belt where they will ride comfortably. I've ordered a custom holster from Zorn Holsters for a P938 that is soon to arrive. It's their Wraith model and he added a guard that will cover the ambi safety. I felt good with this a compromise since the gun has no grip safety and I plan on carrying it cocked & locked.