the author states in the description "if the weapon disappears select a little to the left of the shotgun slot to select the magnum" you can use this to swap between your shotgun and magnum and is never gone but rather invisible. maybe valve intended to use more weapons within hla but scrapped that idea. but anyways yes you still can use the shotgun if your magnum runs out of ammo.

also for the mod author, what are the commands used to spawn the magnum and the ammo for it? i ask this as i want to use the magnum in other custom maps such as the sandbox map