The .22 Hornet is a niche round these days, and because of that, ammo is scarce, and hideously expensive! But brass isn't, dies aren't, nor are the bullets and powder. Hornet brass is thin, and despite all the care you can give, expect to lose a case or two to damage when reloading, until you get the right "touch" figured out.
I have over 4 decades of handloading experience, and had heard all about it, but still damaged a couple of cases getting set up for the Hornet. A good chamfer on the case mouth helps...
The Hornet is the bottom of the .22 Centerfire range. Factory loads are still well above the.22WMR, and with handloading you can duplicate anything from .22LR level up to full factory performance.
Yes, its a pain in the butt to do, but considering you can do it over and over, vs one shot throw away the brass rimfires, I think its a great round. Plus it has nostalga, and just looks cool, like a little Tiger tank shell!
Considering your choice of gun (survival rifle) either caliber would work. The rimfire is cheap, lowest bulk, and a couple of slugs for the.410 would do for a deer in a survival situation.
On the other hand, the Hornet gives you a much greater easily used range, enough power to take deer (under survival rules, sport hunting rules are different), and if you handload, you can have rimfire power level shells as well.
Hornet isn't cheap, if you are looking at factory ammo only, you'd probably be happier in the long run with the rimfire. I love handloading, and for serious things I don't usually use the rimfire, even when it will do the job.