There are several grades of available lead shot, Chilled, Hard, and Extra Hard. The names may vary but the lowest cost shot is Chilled. All the rest have more added Antimony (Sb). All lead shot is alloyed with Sb, Antimony helps the shot stay round when they go from liquid to solid, and for the cheap shot, the stuff with only a trace of Sb, they quench it in water to get it a little harder. IIRC the larger sized shot has a bit more Sb, like from 1% - 3%.
So, to answer your question, lead shot is not likely what you want, but if that is all you can find, try to find the chilled stuff. Stick on wheel weights are usually lead, and they are usually soft lead, with a BHN of 5 to 8, good for a front end loader. Clip on wheel weights, the lead ones, have about 2 1/2% Sb with a bit of tin (Sn), and a trace of arsenic (As). It makes very nice shot, at least that what I am lead to believe (pun intended).
You can test for pure lead with a lead temperature thermometer (Lyman). Basically melt the lead, remove from the heat, stick in the thermometer. If the molten metal is pure lead it will go from liquidus to solidus at the same temperature, 621.5 ºF.