Does anybody have the location (eg page number and book) of all the special ammo types, specifically looking for Shotgun ammo.

Try checking out the Macharian Handbook (fan-made compilation of Dark Heresy equipment) -- it has a section dedicated entirely to special ammunition. Be sure to check with your GM about whether or not you can use the ammo contained in the Handbook, since some of the special ammo is VERY powerful (but rare and expensive).

http://community.fantasyflightgames.com/index.php?/topic/52965-macharian-handbook-an-acolytes-guide-to-the-galaxy-of-guns/

Perfect, thanks for the link.

No problem