Little note: It seems like this clipping glitch related not only to shotgun, but for some of the weapons aswell, here's example with derringer (official server, stable 1.22.156593)

I can confirm that. Thats not related by dropping that weapon, it can either be spawned with that shell clipping outside, or, sometimes, while entering server with shells loaded in, shell will clip outside again.
And yes, that bug can be reproduced everywhere, on any officials or community servers.
Speaking of steps to reproduce that:

1. Shotgun can spawn with already glitched shell.
2. I can't say for sure, how players can reproduce that glitch upon connecting, player must carry weapon on hands, or carry shotgun on back, or it's doesn't matter.

I can confirm that, I experienced that bug on official experimental server