The fat witch that took Roger's shotgun

Ok, Roger (after the cops leave) sees his shotgun (that he shot the monster with) is gone. How did he think it was loaded since he had all the live shells on him and it is likely a female (even this witch) wouldn't think to go look for the ammo and would assume the gun was just loaded. Also, there was a revolver in the tool shed (the tools were upstairs in the house; not the shed after this point). Why didn't Roger go buy some ammo for the handgun or get the harpoon out of the shed if he was afraid the witch had a (loaded) gun?