As Ennis was in the shootout with the bandits, he gets shot off his horse and falls to the ground face down. When James goes to him and turns him over, his pistol is seen in its holster. There would be no opportunity or reason he would have holstered his gun after getting shot himself.
Red plastic shotgun shells can be seen being loaded and ejected from Margaret Dutton's shotgun. Plastic shotgun shells didn't appear until the 1960's. Shotgun shells in 1883 would have been brass or paper.