(Adds comment from lawyer for ex-CEO Sloan, changes dateline from Sept. 30) By Jonathan Stempel NEW YORK, Oct 1 (Reuters) - A federal judge on Thursday rejected Wells Fargo & Co's bid to dismiss a lawsuit claiming it defrauded shareholders about its ability to rebound from five years of scandals over its treatment of customers. The fourth-largest U.S. bank has operated since 2018 under consent orders from the Federal Reserve and two other U.S. financial regulators to improve governance and oversight, with the Fed also capping Wells Fargo's assets.