re: ammo casings
Not only do bolters have ejection ports (as has previously been noted), some of the old fluff used to talk about how they have ejection ports on both sides of the weapon, as well as a sensor array that ensures casings are always ejected away from the marine holding the weapon, thus allowing them to be weilded in either hand. I also seem to recall something like the 2-stage propulsion suggested above... IIRC, it was described as a subsonic/low-velocity initial charge, and the rocket propulsion was supposed to kick in 2-3 meters out from the weapon barrel, which was supposed to make it easier to aim on full auto by allowing you to visually track the trajectory initially, without introducing long travel time at higher ranges.
I'm pretty sure this info was in
this. The bindings on them were horrible and mine long since fell apart completely, but I still have the box (the one with
this art).
On a more recent note, many CSM bolters are fed by ammo belts rather than magazines. I'm pretty sure that wouldn't work with caseless ammo.