Yes, there are people who collect shotgun cartridges. Value tends not to exceed £6 or£7 each, and like all things, some have a higher value than others. Modern plastic shells are not so collectable, and paper cased ones with "star" or "pie" crimps are not as good as ones with roll crimps and a nice clear gunmaker's topwad. Ones with gunmaker's or dealers name on the side are popular (depending on the name), and those with a gunmaker's name in the headstamp are probably the best, as are brass cased ones. All this presupposes that the cases are clean and undamaged.
Yes, the powder will still be live, and if loaded with slug or ball will be Section 1, and will need a FAC to possess. As to dates, probably only a span of years in which the case was produced, although something like Eley "Grand Prix" of "Gastight" cases were produced over many years.
Hope this helps,