With lead shot, gun finally loaded (5)
I believe the answer is:
laden
'loaded' is the definition.
('laden' can be a synonym of 'loaded')
'with lead shot gun finally' is the wordplay.
'with' means one lot of letters go next to another.
'shot' is an anagram indicator.
'finally' says to take the final letters.
The last letter of 'gun' is 'n'.
'lead' anagrammed gives 'lade'.
'lade' put next to 'n' is 'LADEN'.
(Other definitions for laden that I've seen before include "Heavily loaded" , "Freighted" , "packed with cargo" , "Filled (with)" , "Loaded - oppressed" .)