The reason that it shows 0 available and 0 loaded is because the GWX team did away with star shells and AP shells. So now when you first start your patrol the only rounds you have are HE. BUT you have to manually load the first round, once you do that your crew will automatically load every round there after.
You do have ammunition, its there trust me, hit the I key and it will show you that your deck gun ammo is there.....Now listen closely, before you go to the deck gun station you have to put your crew there first. After your 3 crewmembers are at the deck gun station, then go there and you will see them manning the deck gun, this is when you click on the HE round icon on the right hand portion of your screen. You should now see the white status bar appear below the round icon, once it fills up you are good to go!