Depending on the type of ammunition, making it at home is not that difficult. In the days when it was still legal in Britain for private citizens to have pistols, my ex-husband had a Smith & wesson .455 revolver for target shooting. The ammunition was no longer produced, so he used to make his own. This involved saving the spent cases and refilling them with propellant, melting lead over the gas cooker and pouring it into moulds, then fitting everything together in a vice. It seemed to work all right - certainly he never complained of problems with the ammunition!
Ann