The market hunters did use reloaded ammunition as the store bought stuff they bought started running low, that was the job of the camp tender to get the empties loaded up. The Buffalo Hunters Encyclopedia books document a number of ledgers from various trading houses during the buffalo hunt era.
Lead came in blocks, powder came in cans, and patching paper was sold in both sheet and precut patches. Primers can in tins similar to what we see today as cap tins.
I think the powder in lead kegs thing came out of Mishner's Centennial book, and doesn't have much other solid documentation. Not saying it didn't happen, but if it did it was pretty rare and the lead kegs would of been something done by some one other than the powder companies.
The average person not involved in market hunting bought their factory ammo, and while there were surely some that reloaded, the vast majority probably didn't shoot a box of shells in a year and probably closer to two or three years.
Reloading didn't really get to be the thing until after WW2, and even at that it was generally a real rifle crank, that did reload, most folks content to buy a box of "catidges" as needed. (as one of my uncles that only owned a model P colt and a 73 in 44wcf and a single shot 12 until he died in the mid 60's) called them.