There is a documented case of one of the Japanese balloon bombs killing people, I'd have to look it up to see but I have seen it reported. Some kids and their Pastor found one in Oregon, and as they investigated it went off. OK, quick internet search says May 5 1945 Japanese balloon bomb kills 6 in Oregon. 5 kids one adult.
Another interesting tidbit, the comedy movie 1941 actually had a real life inspiration, Feb 23, 1942, the submarine I-17 shelled the oil refinery at Elwood CA, near Santa Barbara. The shelling lasted about 20 minutes, destroying a derrick, a pump house and causing minor damage to the pier and some other things. The sub them sailed away.
According to legend, this was an act of personal revenge by the sub captain, who had visited the place before the war and "fell on a cactus".
Records indicate this part is false, as the guy who commanded the sub had never set foot on US soil. But the shelling was absolutely real. In the weeks following Pearl Harbor, there were as many as half a dozen Japanese submarines that operated off the west coast, sinking a couple of ships and shelling some places.
As to the "unknown" artillery round, there is a possibility not yet mentioned, and that is that it MIGHT not be an actual military round, but a "curio" made by someone who got their hands on the casing, and made a "bullet" to cap it with as a decorator display item.