In the scene in which Sara and Reese are attempting to hot wire the car. Reese is telling Sara about the future, and things to come. While telling her he reloads his shotgun. When Reese got the shotgun from the police car, He did not get any extra ammo to go with it. The same thing happens to the Terminator in the second movie, He takes the gun from the Biker, but no extra shells.