So, for a serious answer. Artillery projectiles can have lots of different names, depending on what type of projectile they are. Cannon balls, of course, is the generic name for them, although only certain types are ball-shaped. A "round" is a catch-all term for a single shot, or bullet, which may or may not be round in shape. A regular cannon ball, which is round and solid, would be a solid shot. A non-explosive "cannon ball" that is bullet-shaped might be referred to as a "bolt," but "solid shot" would also apply to it. So bolts would all be solid shots, but not all solid shots would be bolts. "Shells" would be hollow and filled with explosives (and possibly multiple other projectiles) and a fuse of some sort. "Projectiles" is a good general term for any sort of thing fired from a gun barrel, which could go so far as to include shrapnel of any sort - pieces of iron, rocks, whatever. When you get into specialized sorts of shells and projectiles, there's all sorts of terms - Schenkl shells, Hotchkiss shells, and so on for the various specific types of rounds. Shells are also referred to by weights, but that gets very confusing. (A thirty-two pounder might have a certain bore diameter, but another gun with the same bore diameter might be referred to by a different weight if that gun had a reinforced breech that could fire a heavier projectile. Or it might still be called a 32-pounder, even though it was firing an 80-pound bolt). Then there's grape shot and cannister, other types of specialized rounds that are the equivalent of shotgun shells.
That is a very basic explanation of a few of the terms you might come across. There are several good reference books on the market that would expand on this significantly.