I went on Outlands for the first time since it was down, and I had a shotgun equipped. It had six shells in the gun itself, and two in reserve. I left for the night, I couldn't manually disconnect because whenever I pressed the ESC button, nothing would happen. So instead, I pressed ALT+TAB, and ended the hl2.exe process, I assumed the database would remember I had a shotgun equipped, and just move it to my inventory. I came on about ten minutes ago, and now the shotgun with the ammunition is gone. All I have as evidence is my own word, and I wouldn't lie for ammunition, because I already had some before my shotgun disappeared, half of it disappeared when I first loaded the full box (16 shells) into my shotgun about a month ago, but I wasn't too bothered, so I didn't report it. To repeat, I had six shells loaded in, and two shells in reserve.
Edit - Now, after switching characters, to one named "Viacheslav Gorbachov", my ammunition has also disappeared, this time for a magnum. I also have some screenshot evidence, although it is quite old, I had roughly the same amount of ammunition in reserve, around eighteen.
http://steamcommunity.com/profiles/76561198035610654/screenshot/595824610673517639/?tab=public