A few things come to mind.
First, how would you "accidently" drop a primer into a shell at just the right time to have it fall in after the powder, but before the wad? At that stage in reloading, the shell is pretty captivated and not very accessible from above.
If the primer somehow ended up in the powder bottle (again, how does THAT happen, with a small opening, and no reason to have a primer above the bottle when it's open), and tried to get into the shell during the powder drop stage, I'd think that it would wedge in the bottle opening, or in the drop tube, or in the wad guide fingers.
Worst case, it DOES make it into the shell. At typical shotgun powder charge volumes, the primer would add substantially to the volume inside the hull. When you put a wad and shot in there as well, and tried to crimp it, you would either have a seriously bulged crimp, or a buckled hull. Either way, it should be quickly apparent that something is wrong with that load.
The only other way I see it happening is intentionally, while you ignore all of the steps above.....