The double barrel shotgun is crafted in the smithy and requires:
80 metal ingots
Its not to expensive at all. However the shotgun shells really start to add up if you use it a lot. They require
3 - simple bullets
1 - metal ingot
3 - gun powder
The double barrel shotgun is a lot of fun in Ark Survival Evolved and Ark Scorched Earth, it might save your life.