I have a Nikon D3300 and Sigma 70-200mm f2.8 OS DG lens. When I use the camera in Aperture priority mode and set the aperture to f/9, the images I am getting are very overexposed. If I underexpose using exposure compensation to between -2.7EV and -3.3EV (depending on the scene) I get properly exposed images. The same problem does not happen at lower f-numbers such as f/2.8, f/4, or f/5.6.
It only starts with f/9 and higher f-numbers, (the higher the f-number the more I need to compensate with negative exposure compensation values to get proper exposure).
The camera meters light correctly in manual mode. I get properly exposed images in manual mode when I use settings so that the camera meter reads no over or underexposure.
What could be the issue? My camera is still under warranty so if it's a camera issue I will send it to Nikon for investigation, but I want to make sure it is really a camera issue.
Disclaimer: This is not a Perfect answer, but I am just guessing on you camera settings.
Please check the Active Lighting feature of Camera, sometimes it happens available light is enough to have a perfect images, but due to Active D lightning feature is "ON" our images become over exposed. Active D-lightning may be on Extra high or Auto mode. Please check.
P.S: May be I am 200% wrong, but It's complete guess which surely have an impact on your image.If answer is not helpful enough, please don't downgrade it.