I guess it is time to sue the ammunition maker for not having instructions stamped into their ammo in Spanish.
Pathetic. How can one NOT KNOW if ammo has a live primer in it?
It sounds as if it was just the projectile- without the casing. A full 40mm round might be a bit awkward as a paperweight.
Still- you find ordnance laying around- assume it to be live unless you know for sure otherwise is the moral of the story.
I'll bet the bug escaped. Little b@$tard...