Thanks for the link. You answered the question before you removed your post. Shotgun shells are exempt. I figured it had to be since I am not buying my wads etc from fly by night companies that would break laws.
Thanks for the help
Category III-Ammunition
*(a) Ammunition for the arms in Categories I and II of this section. (See § 121.6.)
(b) Components, parts, accessories, and attachments for articles in paragraph (a) of this category, including but not limited to cartridge cases, powder bags, bullets, jackets, cores, shells (excluding shotgun shells), projectiles, boosters, fuzes and components therefor, primers, and other detonating devices for such ammunition. (See § 121.6.)
(c) Ammunition belting and linking machines.