[2023] Why do shells despawn after u die?

Shells do not despawn after death. You can check it with some low velocity shells if you want to test it.

Please provide link to server replay.

Server replays are here: https://warthunder.com/en/tournament/replay/

Go to that page, log in with same account as you use in game. Search for replay (via your nickname), then launch game, when you in hangar - alt tab to linked page and launch replay. Go back to game - you will see serer replay - state of game that is valid for server (and any other player). There you can check what actually happened on server, without delay and packet loss from client side.