If you have researched and purchased a certain projectile modification for a certain vehicle, but it does not appear in the list of offered shells in a battle, then please follow these steps.
Pick a vehicle for a battle. For instance, we wil choose the KV-1 (ZiS-5).
In case of this SPG, you will see three frames with available projectiles:
Click on any projectile image and you will see a context menu with all available modification options for unlocked ammunition.
Shells which can be chosen for the vehicle you picked are marked with white colour.
Shells shown in gray are already installed and therefore cannot be selected; however, you can click on them with the mouse to change the order of the shells in the ammunition rack.
Choose your desired ammunition from the context menu, and then set the amount of shells you will need for this battle. When it's done, you are ready for the fight!