There is a minor detail that I would like to theorize that appears in Isle of the EmberDark preview chapter.

[Sythrin]

Spoilers for the preview chapters of Isles of the emberdark, so be warned.
In one preview chapter, we are introduced to somebone that seems to be Rosharan. They had an armor on that looked like Shardplate and summoned a shard gun.
They than pulled something out that looked like a Shardmagazine that they put inside the shardgun. What exactly is it?
I think, it could be the same material as the shardblade-cascs that we saw in Words of Radiance. The bladedulling materials that can be put on Shardblade to make them dull and safer to use in training.
We never learned what they are and as these magazines seem to magically attach to the gun, there is some reason to believe. And if that is true, these magazines can than store investiture to a certain degree probably. Maybe even because of the metal.

[The flying spider he/him]

There was some talk about this on discord the other day and some people theorized it might be the 4th moon metal which could explain some things.

[+Oltux72 he/him]

Presumably the same stuff the Ire makes their vats for Investiture from. There is just no need for exotic new materials.

[Belgarad]

I do not see a reason why it can't just be a regular magazine with gunpowder based ammunition, like a modern firearm.  The spren is just making a specific shape to match a firearm.  

[Sythrin]

12 hours ago, Belgarad said:

 

I do not see a reason why it can't just be a regular magazine with gunpowder based ammunition, like a modern firearm.

 

If my memory is correct. It merged with the gun. While the shardgun could have changed. I think it is more of a small detail that Sanderson likes to give.

But it still could be a normal gun with gunpowder.

My only problem with that would be, that gunpowder based weapons will probably be very inefficent in the future. For primitive worlds like „first of the sun“ sure but in the intergalactic war probably not. Like by this point I expext Scadrians and Sellish forces to have reinforced armor when they fight. Especially since Rosharan use Shardblades, they would need some kind of invested protection. And normal bullets will not cut that realy.

The other thing would be, I am not sure if you could make a regular functioning gun as a shardweapon. Spren can only manifest as one metallic object. A normal gun is made out of multible moving parts. Not too sire if a spren could change its shape so fast to accomodate that.

[LewsTherinTelescope]

My guess is a pure Investiture source, with the gun being their spren operating as basically a Division fabrial. There's absolutely zero proof for this, though, it's just what comes to my mind as the seeming simplest answer for how a Skybreaker with a gun might work.

[Eahlendell]

Maybe it’s two spree, a radiant spree is the gun and the voidspren manifests as the magazine.