Prolly the easiest way to get good reliable all-brass shotshells is to go to gunshows and look for the 25 round cans of Remington "Ducks Unlimited" commemorative ammo and just shoot it up.
That assumes you want 12 ga and would put up with berdan primers.
Check some of the black-powder websites, many of them have new empty brass amd one in Idaho has brass shotshells.
OK, now to load them- after you get a new primer in, they load just like loading a muzzle-loader shotgun<s>
Only thing is, your ramrod is only 6" long. You can literally do it with your bare hands, you only need some way of priming the empties and about a 6" piece of 5/8" hardwood dowell, I have loaded them this way back when i was in school.
Best info is from a Lyman Shotshell handbook.
Lay up some blackpowder and flints
The rest we can build, if need be