Something I learned early in life from an event I don't want to rehash: Don't screw with irrational people who keep artillery and have your address. This is not a good combination.

Was probably trying to get you to ship the shells to the correct address of the person who bought them, which is why it wasn't the PayPal address. I'm guessing this person - who is potentially not rational - is probably trying to right a wrong by cross-shipping. My guess is they have a buyer out there who is wanting their shotgun shells and equally raising hell.