Iutland, just to let you know I was wrong. I ran a battle under Vanilla, All-in-One Mod and replayed a battle in my current campaign with my finger on the Pause button. Pausing a lot and then zooming in and looking very carefully I discovered that:
1) The conical burst I was seeing from impact with chunks in it was actually dirt and brown clots of dirt - not shell fragments.
2) It took a fair amount of zooming and moving, but I discovered that the cannon were firing round shot just like they were supposed to.
I'm letting the Brigadier and Toon know also.
I still wonder if maybe the casualties might not be a bit high from artillery, but I am delighted to discover things are as they should be - even if I have to confess to being wrong.