Gun is derived from the Old English word, "gonne" which means a military/war contraption. Indeed the earliest handheld firearm was the handgonne. Maybe the only safe place word left is "musket"? (-;
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I reckon on some level we're aware of what words have been smeared by the press. 'Projectile' sounds less offensive than 'Bullet". Same as a rifle is a 'firearm', not a 'weapon'.
I saw in the Saturday Herald that a double murderer used a 22 calibre shotgun sawn off I don't know if that uses bullets or pellets or projectiles. The only heads involved would be the ones shot.