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If a bolt pistol runs out of ammo can I still use its attack in melee? Is it still S4?
If my Shotgun with 3 types of ammo runs out of one type can I still use the other types of ammo?

1. No, it's out of ammo.
2. No you can't, the ammo roll represents using up all the bullets the ganger brought.

From the rulebook:
AMMO ROLLS
Ammo rolls represent faults in guns or ammunition as well as the possibility of simply running out of ammo. Power packs can fade or suddenly release a burst of energy, shells jam in the loading mechanism, explode or prove dud. No gun is absolutely reliable or has an infinite ammo supply, some are notoriously fickle.
When rolling to hit a target a dice score of 6 indicates that your weapon may have malfunctioned after firing and an Ammo roll is required. Note you still hit your target with the roll of a 6 and the successful shot is worked out as normal.
Some weapons are more reliable than others. This is reflected by the weapon’s Ammo Roll rating as shown in the Armoury section. Roll a D6. If you roll less than the number indicated the weapon has malfunctioned. The weapon and any ammo allocated to it is useless for the rest of the game. If you roll the score indicated or more then the weapon is alright and you can continue to use it normally.

In college, I once went dove hunting with some buddies. I "borrowed" my Dad's wonderful Browning Automatic 12-gage Shotgun, without permission. A legendary shotgun. And, my Dad's prized possession. My first (and only shot) actually hit a passing bird I was aiming at (itself, a minor miracle). The spent casing jammed in the gun. I couldn't get it unjammed for the life of me. I was deathly afraid of harming the gun (kind of 40K-ish, don't you think?). Had to take it to a gunsmith the next day to get it unjammed (it had to be disassembled, and I had it cleaned, and anointed with proper unguents). A Necromunda ganger may have a better understanding of his firearm, than me. Or, not (neither of us has formal training). And, no more fear of harming his gun than me. His Emperor is barely alive and thousands of light years away. Mine lived only miles away, and was very much alive. I can tell you, a jammed gun can take you out of action for the day.

Never told my Dad the full story.

10/10 would repost again.

I think Gobbla summed it up in a delightful, if roundabout, way.