If he actually SAID that nobody owns anything, then he isn't a very good communist.
Marx said that the only thing the proletariat own is their labor, because the ruling classes have a monopoly on land and capitol. That shotgun was purchased with your money, which you received as compensation for your labor. Thus it can be argued, even from a communist perspective, that the shotty is a physical manifestation of your labor, which you own.
Marx also said: "each according to his ability, each according to his need". Since you have the ability, to safely operate the weapon, and you have an appropriate need for it (sporting and preservation of life) then from a Marxist perspective you are entitled to your weapon.
Try those argument on him and see what he says!