A loaded gun stored in a oven is a different matter. If the round in the chamber goes off, it will likely send the bullet through the oven wall, and could hurt someone outside the oven.
You are quite right...i have seen shotgun shells tossed in fires with little more than explosive effect..birdshot and they tended to burn or pop
I grew up with waxed paper shotshells
Peters
not sure i would throw a .950 JDJ in the campfire as a lark..and at 40 bucks a shot