Shot really doesn't need to be lubricated.
Used to be, in paper shell days, it rubbed on the bore of the gun all the way out.
Now, plastic shot-cups completely surround it, and none, or at least very little of it contacts the bore.
Back in the day, I even picked up AA plastic wads on the Skeet range at Ft. Carson Colo.
A trip to the Laundromat to wash them, and I was all set with reclaimed shot & recycled wads.
rc