With Sidesaddles, there's a pretty constant debate over which way to load them- brass up or brass down. Some folks insist that shells loaded brass down might fall out, so it's better to load them brass up. I've been using Sidesaddles for a pretty good while now, have always loaded them brass down and have yet to drop a shell out of one, though I don't run as many obstacle courses with a shotgun as I used to 8^). I find the gun easier to load at the shoulder, with shells brass down in the Sidesaddle- but that's just me.
As to mixing loads in a Sidesaddle, we don't do that here. Magazines in pumpguns here are loaded with buckshot and Sidesaddles with slugs, except for one 870 that my wife keeps loaded all the way with slugs as a potential bear pacifier. Chances are that 870 will work OK to pacify anything else that needs it too, of course. Out here in the country, and with just the two of us in the house, we have fewer worries about overpenetration than a lot of folks might.
A certain number of folks who do mix loads in Sidesaddles designate what's what for themselves by reversing one load or another. Far be it from me to tell anyone what's the right way and the wrong way to do shotgun stuff- long as there's no safety problem, there's pretty much no problem.
I do like to try and keep things pretty simple, though, and with a defensive shotgun it doesn't get much more simple than buckshot in the magazine and slugs in the Sidesaddle. The critical thing IMHO is to decide what works best for you, then practice it until it's instinctive.
Stay Safe,
lpl