Pyrotechnic rounds for shotguns.
When I was a kid, my Uncle Ralph introduced me to an abandoned rock quarry, an open pit and five tunnels, just outside of town, generally used as an informal target range.
When fireworks were banned in the city, it was a place to go and shoot off fireworks. Including 12ga Orion Red Meteor flares, Dragon's Breath, and Bird Bombs (cylinder bore shotgun only).
Eventually the city limits expanded past the quarry, it was considered a nuisance, and refilled with demolition rock from construction excavations. Oh well, it was fun the decades it lasted.
I still have a small stash. (The 3 packs on the end are (DB, BB, flare) for signaling.)
I can't recommend firing pyrotechnic shotgun shells as an alternative where fireworks are banned, because they can present the same fire, noise, debris and injury hazards that got fireworks banned in the first place.
The old Meteor flares when fired up in the air will sometimes still be burning when they return to ground, so they are only safe to fire over water. If fired upward, you had better be in distress. Out of date flares can be fired horizontal across water for disposal proposes but only if the coast is clear.
Dragon's Breath is like the mix they use in flash-bang grenades: blindingly bright and deafening loud.