Modern shotgun shells can handle brief immersion, some not so brief.
Shells with the crimp sealed by melting the plastic a bit would be best at this.
Note, in days of old before plastic, we used paper cases. oft these would have been dropped in the bilges of a duck boat, or the inescapeable pool in a pit blind. If we could get them to chamber, they'd shoot. Sometimes they'd swell up and we couldn't get them in.