The amount of special ammunition, chain-shots and scatter-shots, is very limited for bigger sea battles.
Here is a trick how to take more ammunition to sea battles:
As you know, only three ships can have an active part in a sea battle. But additional ships of the convoy can carry additional ammunition that can be used during the battle.
In case you do not want to have additional ships in your convoy, just load the ammunition on your convoy and remove the unwanted ships afterwards. The ammunition will remain in the convoy and can be used.