Specialty ammo of this sort is often based on real experimental or special purpose ammo.
As example, the flechett load was tried in Vietnam as a means to extend the range of the shotgun, (it was a terrible failure).
Tracer ammo has been used to train new shotgunners how to lead aerial targets like clay birds.
Gas rounds have been experimented with by SWAT teams.
The problem is, most were failures or proved to be useless for the intended purpose.
These novelty ammo makers continue to sell "versions" of the real thing, mostly to people who buy int other hype, and want something "COOL", "Super Lethal".
The fact is, most of this stuff is pretty useless, will likely get you in REAL trouble both criminally and civilly, if you actually used it, AND is usually ineffective.
Exactly what use a "Flame-thrower" shotgun shell has is unanswered.
You could imagine what the county prosecutor and civil lawyers would have to say if you shot at someone with it.
The "Bolo" rounds with large shot joined with a cord is actually LESS effective, since the cord causes the shot to fail to penetrate, and it's wildly inaccurate.
The gas rounds are ineffective due to the type of gas and the limited amount in the shell. Most SWAT use of shotgun gas rounds has ended due to the ineffective nature of the loads, and much better means of deploying gases.
The truth is, virtually all this stuff is intended for sales to new shooters who know little about guns and ammo, and who are taken by the IDEA of having some exotic "super" ammo they can show off to their buddies.
While most of this is "probably" safe to shoot in the gun, I'd seriously question the chances of damaging your barrel with a lot of it.
The bottom line is, NOTHING has proved to be more effective and reliable than ordinary buckshot and slugs.