I'm almost positive they're hiding in some book, but I can't find them for the life of me. Any help?

 No, though in the RT book Hostile Acquisition they dealt +1 Damage and +2 Penetration. They did loose the scatter quality.

Santiago said:

Do you have the rarity on those?

They're Common in Hostile Acquisitions.

Worth noting that you can also get Flechette, which increases pen by 2 and range by 10%, but are rare. Toxic flechettes are very rare, and add toxic above the normal Flechette values.

There's also Stun Shells that dump Scatter for Shocking

Kiton said:

I may have to beg my GM to let my Cyber-Mastiff Handler purchase some Stun Shells.

There is a fan made supplement specifically for Dark Heresy, that compiles all the armoury items from the differing RP lines and books into one hand PDF. The thread can be found here but the shotgun shells available include:

Acid shells - Heavily modifies profile, does high damage but no pen, can chemically 'burn' target, and reduce the AP of armour permanently.

Amputator shells - Increased damage and increased crit damage if any is done.

Blazer shells - Heavily modify profile to function more like a flamer. Think dragon's breath rounds 

Blessed shells - Counts as 'Holy' versus Daemons etc.

Executioner shells - Lose scatter but increase damage and penetration, ignore targets cover and re-roll some to hit rolls.

Hyper-density penetrator shells - Increased penetration and gains Tearing quality, but halve range.

Inferno shells - Target can be set on fire if they fail an Agility test.

Organgrinder shells - Lose scatter, but target takes increased damage and worse crit damage if they fail a toughness test.

Snare shells - able to pin targets for a few rounds using the Snare quality.

Tracer shells - bonuses to fire on full auto, can give away the firer's position.

Void shells - can be used as normal in void.

All in all, these will give you a huge range of ammo options for Only War, while being more in line with it's power level than the ones found in RT or DW.