the year before last my lurcher stole a rabbit skin and ate it as i was skinning and gutting the rabbit, my dogs get them whole and usually eat head first but i dont feed shot rabbits to them. my biggest worry would be them cracking a tooth on the shot and then needing surgery to sort it out but i have no idea how often that sort of thing might happen
Depends how it's been killed: mine are sourced with shot, nets, etc. I've never had a problem with them, majority are shot, same with the pigeons I've had, I've looked for but never found the shot. No broken teeth, no issues, I feed mine skin on: