I was thinking about, and shotguns should have two kind of ammo: shells and slugs. Slugs could be more strong than shells, modifing the damage, more accurate, but would be heavier and cost more (making it the most expensive of bullets).
What do you think?

i like the idea

Good idea, and I've suggested it before, too.

So, in order to reaffirm this, I'll help this along; You're missing a few things.

Shotgun shells come in several flavors, from varying gauges and loads.
"Shells," as you put it, is a misnomer. All shotgun ammunition is loaded into shells; it's simply the cartridge.

There's shot, the original concept of loading lots of projectiles into a case and firing it. From shot, you get :
-Buckshot, about (on average) 9 marble-sized balls in a shell, if you're talking 12-gauge.
-Birdshot, lots of small balls loaded into the shell.
- Uncommon variations, such as talcum shot (used for lockbreaking) or two larger balls used like slugs.

You can also find loads of needles or flechettes (or you could even make your own); these are, most often, illegal, but in a ZA, I'm sure there's no one going to crack down on you for this.

You can also find single-projectile based load-outs, such as the typical deer-hunting slug or such. They even produce a grenade-round loadout for use in the military now.

Grenade-round? Really?
Well, better then, we could make more ammo types! Just as there exist cal. from .22 to .50 in game, why couldn't there be different kind of shells?
I'm not saying 20 or 30 kind of ammo, but maybe 4-5 that have variating bonuses.

Yeah, this IS a good idea
I don't see why there can't be 12 gauge slugs in game.....you can even color them blue to tell the difference between buck shot (red) and deer slug (blue)