I think the ammo for MA and HA should be automatized somehow. Taking depleted ammo units back to a town or depot to refill is unnecessary. MA and HA could use the ammo the same way infantry and the other units do. To compensate for this easier management the artillery units could be more expensive to buy in terms of money, supplies etc...
Or at least, the player should have the option of activating or deactivating the option in the start menu of the game. Something like "Artillery ammo": ammo units vs. automatized (like the element replacement pool, which you can leave to the AI if you want to).