With lead shot, gun finally loaded (5)
I believe the answer is:
Here is my best explanation:
'loaded' is the definition.
('laden' can be a synonym of 'loaded')
'with lead shot gun finally' is the subsidiary indication.
'with' means one lot of letters go next to another.
'shot' indicates an anagram.
'finally' says to take the final letters.
The last letter of 'gun' is 'n'.
'lead' with letters rearranged gives 'lade'.
'lade'+'n' is 'laden'.
(Other definitions for laden that I've seen before include "Loaded - oppressed", "Having cargo", "packed with cargo", "bearing burden", "Freighted", "Eland (anag)", "Loaded with cargo or burden", "full cargo ship", "Filled (with)" and "Weighed down with much cargo".)