Russia is one of the biggest artillery manufacturers and stockpilers in the entire world and even they're suffering some shell constraints. There is a lot of space between "literally all the ammunition you could want" and "zero ammunition", especially in a conflict like this. Both sides are fighting in a way that will eat basically any volume of artillery ammunition that is available. So no, shell constraints do not indicate a totally destroyed domestic industry.

a factory is a static building that you CANNOT MOVE

That's why you don't build it near the front line. Ukraine is big. Russian aircraft attacking a factory in Kyiv or even further west would have to spend absolutely ages in extremely hostile airspace.