Having seen an idiot cut the shot out of a shotgun shell and throw it into a campfire, I can tell you that the primer will gain enough speed to penetrate a pair of Levis, fruit of the looms, and about an inch of flesh in one's pubic region. Not sure about the case, but look out for the primer. I do believe that the bullet, being the heaviest component, would stay in place while the shell explodes.
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