Howdy
Where to start?
How long do you have? I will probably have to reply in several installments.
I have been loading 44-40 and 45 Colt with Black Powder for close to 20 years now. Over the years I have also added 45 Schofield, 44 Russian, 38-40 and 45-70 to the cartridges I load with Black Powder.
That's a great photo showing the reloading information.
Interesting that it specifies the Winchester No. 1 primer. I have no idea what that is, other than I can see the cup is copper. Today, you can use any Large Pistol primer in 44-40. Not Large Rifle, Large Pistol. Large Rifle primers are a tad longer and will not seat properly in modern 44-40 brass. I usually use Federal Large pistol primers because the cup is a little bit softer but I have used Winchester primers in the past.
Also interesting to note that Winchester is specifying FFg powder for the most part. In my experience, either FFg or FFFg can be used in 44-40. Generally speaking, when using FFFg instead of FFg in any 'pistol cartridge' with everything else being the same, you will get between 60 fps - 100 fps more velocity using FFFg. I have used several different brands of powder over the years, Goex, Elephant, Wano, and a couple of others that I can't recall right now. Elephant is no longer made. These days I use Schuetzen FFg for all my Black Powder cartridge loading. Schuetzen uses a better grade of charcoal than Goex and the fouling produced is less than with Goex. Schuetzen uses the same blackthorne alder charcoal that Swiss uses, but Schuetzen is not as expensive as Swiss. I know some guys use Olde Eynsford powder, which is made by Goex. I have heard that it too produces less fouling than regular Goex, but I have no experinece with Olde Eynsford.
Getting back to primers, here is an interesting composite photo of 3 44-40 cartridges from my collection, showing their headstamps and primers. The two on the left are WRA (Winchester Repeating Arms) cartridges. The one on the right with the D.C.CO. headstamp is from the Dominion Cartridge Company of Canada. Interesting to note that the round on the left and the round on the right have primers with a copper cup and they are small diameter. Probably what we would call Small Pistol primers today. They look very similar to me to the primers in the photo posted by the OP. The round in the center has a nickel plated primer and looks more like a modern Large Pistol primer. Also note the huge cannelure on the round in the middle. The purpose of the cannelure was to keep the bullet from telescoping back into the case. I have a couple of 38-40 rounds in my collection that also have a deep cannelure like that. Completely unnecessary when loading with Black Powder as the powder fills up the entire case and forms a 'plug' that will keep a bullet from telescoping back into the case anyway.
Before I get any further, let me dispel one myth that has already been stated here. The bottle neck shape of 44-40 has nothing to do with causing it to seal better in the chamber, hence keeping fouling from blowing back into the action. High pressure gas has no problem going around corners, and besides the taper on 44-40 brass is so slight it would not present a good gas seal anyway. The reason 44-40 (and 38-40) brass seals the chamber better is because the brass at the case mouth is thinner than other cartridges. Around .007 thick at the case mouth vs around .012 thick at the case mouth for straight wall cartridges such as 45 Colt. I have no idea why the brass is thinner at the mouth with 44-40 and 38-40, perhaps to make forming the shape easier. But it is the thinner brass at the case mouth that causes 44-40 and 38-40 to expand better at the relatively low pressure generated by Black Powder and hence seal the chamber better than 45 Colt. I can't tell you how many times I have seen gas jetting straight up out of the breech of CAS shooters with rifles chambered for 45 Colt. You never see that with 44-40 rifles .
I will add that it is the thin neck that can make 44-40 'fussier' to load than 45 Colt, but I will get into that later.
Let me move on to rifling groove diameter. The 19th Century standard for rifling groove diameter was .427, although great variation could be found, sometimes much larger than .427. Many companies are using .429 as the standard groove diameter for 44-40 today, I know Uberti is. At this point I have five rifles chambered for 44-40. I have slugged them all. A Winchester Model 1892 made in 1897 that slugs at .427, a Winchester 1892 saddle ring carbine made in 1918 that slugs at .429, a Marlin Model 1894 made in 1895 that slugs at .427, an Uberti 1873 made in the 1980s that slugs at .427, and an Uberti 1860 Henry that I bought brand new about 10 years ago that slugs at .429.
The first rifle I was loading 44-40 for was the .427 diameter Winchester Model 1892. I was loading smokeless at the time, and regularly used commercial hard cast .427 bullets for it. Yes, not the 'ideal' .001 over groove diameter, but accuracy was fine with that rifle and those bullets. When I decided to move to Black Powder I wanted a bore that was shiny with no pitting because I had read that when shooting Black Powder in old pitted bores it was difficult to clean all the fouling out of all the pits. Which is also a myth, but I will get into that later. Anyway, I bought the used Uberti 1873 with its .427 groove diameter for my first try at loading 44-40 with Black Powder. This rifle had a relatively tight chamber. I experimented with .427 diameter bullets, .428 diameter bullets and .429 diameter bullets. It turns out that a .428 diameter bullet expanded the case mouth just enough that seating a round in the chamber was quite tight. .429 bullets expanded the case mouth enough that chambering a round required a bit of a shove. So I settled on .427 diameter bullets for my first BP 44-40 cartridges. At the time I was using hard cast commercial 200 grain .427 bullets. Again, not .001 over size, but accuracy was fine. So much for bullets needing to be .001 oversized of the grooves. About ten years ago I bought the Uberti Henry with its .429 groove diameter. Not wanting to load ammo with two different bullet diameters, I settled on .428 for the diameter of all my 44-40 rounds. Yes, .001 undersized of the .429 grooves. Yes, these bullets are soft lead and they may or may not be slugging up in the barrel to fill the grooves, I have no way of determining that. But the bottom line is my .428 bullets in my .429 Henry shoot just fine with acceptable accuracy for me.
One other thing. I used to load all my 44-40 ammo with Winchester brass because it has the thinnest brass at the case mouth of any brand. Yes, I have measured lots of brass. If loading for a tight chamber, as I was doing with my Uberti 1873, it is best to use brass with the thinnest brass at the case mouth so it will still fit in a tight chamber if using .429 or even .430 bullets. I don't use Winchester brass anymore because it is difficult to find. These days I load all my cartridges, all calibers with Starline brass. Starline 44-40 brass is maybe .001 thicker at the case mouth than Winchester 44-40 brass, but I have been using nothing but Starline brass for quite a few years now, and am very happy with it. It is always in stock at Starline.
I have to go now, but I will come back later and discuss other stuff, such as bullet lube, tricks for loading 44-40, and anything else I think of.