Ammo goes in, bullets come out. Rifle and handgun ammo may be called cartridges, not shells. Shells are used in shotguns, modern artillery and naval guns. Magnum is a generic gun-word meaning big. It should not be capitalized.
Several firms manufacture magnums.
Call it a pistol. Call it a gun if the slot isn't looking. Machine gun is two words. Like deadly mother. Sten gun and Bren gun are crossword puzzle words.