if you´re shooting slugs, they will penetrate just about ANYTHING short of tank armor.
The military has very heavily armored transports
I doubt they can take a slug through a door or side panel. In fact, I'd be willing to bet they can't.
Then you would most certainly have bet wrong.
Shotgun slugs have horrible penetration. Your average foster slug is soft lead, with a very wide diameter, and slow. The projectiles that penetrate armor are hard, pointed or otherwise have a very narrow frontal area to concentrate force, and fast.
They do hit with enough force that pistol rated armor without plates will transfer a lot of energy. Certainly breaking ribs and potentially doing damage to organs within a few inches. But they will not penetrate.
Other slug types still made of lead are only slightly better at penetration of armor, and most will fail even against handgun rated body armor.
Most armored transports were designed to withstand the Soviet/Russian 12.7x108MM round at a minimum. The .50 BMG by comparison is 12.7x99MM and the projectile and energy figures are very similar.
So they are designed to take some fire from at least a .50 BMG. With some designed to withstand cannon fire of much larger rounds.
A shotgun slug is not going to do a thing.
Buckshot penetration per projectile is worse than most handgun rounds. They are rounded, so already have a low ballistic coefficient. They are usually soft lead, and quickly deform, though some are plated.
They have a large diameter but very low energy.
A 53-54 grain projectile like 00 buck, moving at 1200-1300 (minus energy lost in flight, and small round projectiles bleed energy fast) that is .33 in diameter is worse than your typical .380ACP round. At least the .380 has a harder copper jacket. Far worse than your typical 9x19mm, which is not only jacketed so resists deformation better, but is going similar velocity with a projectile that weighs over twice as much, and has a much better sectional density for penetration.
So anything that will stop a 9mm will stop individual buckshot pellets easily.
9mm has a better penetration for shape, uses a harder jacketed coating, and has much better sectional density.
Special sabot slugs using harder metals than lead, or at least hard buttons over the lead round can penetrate better. However a typical sabot is not much better than a low powered rifle, so body armor designed for some rifle protection will defeat those as well.
Specialized flechettes can penetrate, but not your typical tiny ones sold as novelty rounds. A shell firing 2-3 much larger flechettes should do it.
Those used for the Steyr ACR system for example are about the right size.
With velocities well past 1600FPS from the shotgun they should penetrate any handgun rated armor.
Sharpen both the tips and the fins for reduced resistance and increased penetration.
(ignore the ballistic info, that is the ACR info)