Yes, they do! HEVI-Shot's HEVI-Duty 12 gauge shotgun shells with frangible pellets are great for close quarters defense, offering a tight pattern and minimal wall penetration, available in both 00 and #4 buck.
Sig Sauer's John Hollister discusses when you want to use a direct thread suppressor versus a quick disconnect (QD) suppressor. Other benefits of a suppressor? Reduced recoil, and the ability to hear your target hit.