Hi speedyquader! Thanks for taking the time to tell me about this issue!
I'm sorry for the long response time, I somehow missed your post in my notifications. Apologies!
Are you saying that ammo gets returned to a Loader Chest that has coal in it, or gets returned to a Loader Storage Chest (the yellow chest) meant for catching returned coal? If it is the former, this is definitely a bug that I need to address, although I haven't been able to reproduce this myself. Linking me a copy of your savegame would help greatly in this regard.
If it is the second scenario, this is actually working as intended. This issue is something I've tried to address in the past, but I haven't been able to figure out how to handle this without a significant UPS hit. It requires checking Storage Loader Chests' inventories before returning items, which basically doubles the amount of time return operations take (and return operations are already quite expensive). A custom GUI to filter storage chests is something that may be viable since the GUI update made custom GUIs a lot easier to implement. I'll definitely take another swing at this.
As of right now, however, returned items get sent to the first Storage Loader Chest that has room. To organize returned items, and to ensure Storage Loader Chests always have room so ammo/fuel can be upgraded, I personally use filter inserters to remove specific items and send them to other [normal] storage chests, or send them to active provider chests. I know this isn't ideal, so it's definitely something I'm looking into fixing in the future.
Let me know if you have any other problems or could possibly link me your savegame, and I'll be happy to help you out directly! In the meantime, thanks for using the mod!