When I see an old gun like this my choice of shell size is more concerned with how the wood will stand up rather than the action getting loose.
Exactly how I look at it.
Just to put a finer point on it, what I mean to endorse when Rob says "shell size" is the amount of recoil being generated. A function mostly of shot load and speed to which that load is accelerated. Not pressure. It's just rather handy that typically the shells I buy of correct length and loading for the guns I use are also on the low pressure side of the equation.
Those pre war Sauers are pretty nice guns and you seem to have snagged a dandy. Good luck with it.