First, the CO2 ball dischargers are an essential piece of safety shooting gear for muzzleloading rifles because it promotes unloading before entering camp, car or other situations where a loaded gun is not desireable. I have not use them on a shotgun because I don't have a shotgun but expect they work equally well there. It is good because you don't have to fuss around in front of a loaded gun.
Black powder is less corrosive than pyrodex but is somewhat harder to obtain because it is classed as an explosive which Pyrodex is not.
The ignition problems rabbit has seen is a function of inexperienced shooters still in the learning curve. Get a mentor that knows what is going on rather than reinventing the wheel as you learn to handle a muzzleloader. Better yet, take the NMLRA basic course with knowledgable instructors at a local range. There is no need for modern shotgun primers for either black powder or pyrodex. Both ignite quite readily if the ignition channel is open. Muzzleloaders require a little more management than just toss in the load and expect things to work properly each time - including inlines.