I was about to say - AV restricted to large-bore weapons?? NIMG!!
Anti-Tank, yes, that I can see. I can see AT rounds being ... hm. An anti-tank round that's smaller than a tank/artillery shell is, in my mind, a HEAT round - one that's designed to channel a pretty serious explosion primarily in one direction. Self-forging fragment, that sort of thing. That said, yes, I can see even a shotgun (seriously - 'shotty'? 'Shotgun' isn't simple enough for you?) being too small-bore for it. On the other hand, I can see grenade-launchers being able to fire this sort of round; it isn't the launch speed of the shell that's doing the penetration, after all. That said, I can equally see a rifle- or shotgun-fired grenade being able to do the same thing ...
Anti-vehicular rounds, however, should be allowed for all scales of firearms (and, IMO, Dikote(tm) should be returned to give edged weapons the same capability). Your holdout pistol with the AV round might not do much against the car, but using an AV round might help it punch through the armored window and hit the driver. And three shots from an HP into an engine block should be enough to kill a car - or be sufficient when used to crack a bulletproof window so you can kick it out.
tl;dr - AV for shotgun, yes. Anti-tank for shotgun, as a 'shotgun-grenade'.