The world of guns is full of colloquialisms, this being a good example. It’s far more common to hear shot gun ammunition or artillary rounds referred to “shells,” than for pistol or riffle ammunition. However “shot gun shell” is itself a colequialism- the proper term would in theory be “shotshell,” except “shotshell” is too general. What gauge? Sabot? Flechette? Buck/bird shot? Slug? Wad cutter/breaching? Now, if you’ve ever heard of a “shell catcher,” or the term “shell casing” as it applies to the spent metal jacket of a small arms cartridge, or “caseless ammunition” for small arms- reference to the lack of a “shell case” around the cartridge or bullet- you could see a possible connection that “shell” could refer to pistol ammo. “Clip” is not the same as magazine either. A “clip” is generally top feed and just a strip of metal with no spring like older riffles and some revolvers etc. had for quicker reloads, most semi automatic, auto feed pistols use a “magazine” to hold ammunition.
9mm is also a caliber and not a type of gun. Another coleqialism- reffering to a gun by caliber instead of features and or model such as “Get yourself a semi automatic action, auto loading, self cycling (dual or single) action pistol chambered for 9mm ammunition, a sufficient quantity of matching cartridges to supply the weapon at least 4 full magazines, and 2 or more magazines matched to your weapon and ammunition type.” This is awkward to say, so except where ambiguity could be a problem, most “gun folk” use the terms interchangeably since few people with any competence with weapons or machines would think that a shotgun shell would fit a “9mm” weapon. The humor is derived from the pun/perceived misunderstanding that the items procured fit the colloquialisms used to refer to the weapon and ammunition system for home defense, but are everyday items that most except Jackie Chan would have trouble using in the intended capacity of home defense.
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