where to find lead shot?

You answered your own question, a gun shop.

I bought my lead shot at a local gun store. They carried several sizes for reloading shotgun shells. I used the smallest size they sold, to maximize density.

Guns stores locally are your best source. They receive large shipments by truck and that's the cheapest type of shipping. Not to worry about lead either as it is coated. Steel shot is also a viable option. Too much lead may suck the life out of an analog system.

Gun shop, that's what I thought, Thanks!

GO cow tipping, and wear ALOT of THICK clothing. After you knock over a few cows and the rancher starts plasting you with his shotgun, you can hurry home and pick all the lead shot out of the clothes.

Ta daaa... Free led shot! :)