DaveO, your post reminded me of a time my friend was on guard duty at a barracks here. Like you said, we'd get 3 rounds each which were passed on and so on. Firing a round, or even losing one, would mean the whole barracks being turned upside down and no breakfast or rest for anyone until it was found (if it was a case of getting lost) and a mountain of paperwork and questions either way 'why did you fire it?' 'did you do this...or that?'
So anyway my friend was there in the gloom of the evening peering out across the narrow bridge that led too the gates. To the right was a steep embankment that bordered the barracks. As his eyes wandered onto this he saw somone - stupidly wearing a light jacket and so very visible even in the gloom - trying to climb up this embankment and thus into the barracks. Such an un-orthodox entry route could only mean a trouble maker or worse. So he shouted the challenge - "halt! who goes there?" then "Identify yourself!" No answer. The guy was evidently just lying pressed flat against the bank hoping perhaps if he didn't move he would just be ignored or unnoticed. Severla more challenges were repeated and still the guy neither moved nor spoke. We were thinking he was really taking a chance. But obviously no-one wanted to fire without some definite good reason (could be up on a murder charge anway if you shot someone without a very good reason, for which there were specific criteria). So he got a pair of binoculars and treid to get a better look. But in the gloom the binoculars weren't much good. Still the guy was there. We were staring to wonder why he wouldn't at least identify his position - since he must have known he ran the risk of getting shot at. So my friend decided to fire a warning shot and was about to do so when someone said wait, let's get a sergeant up here (called 'passing the buck' in military terms). So he telephone down and got a sergeant up after explaining things. The sergeant arrived and got a pair of night-vision goggles. "Is this your intruder?" he asked, handing the goggles to my friend in that tone that lets you know you've scraped the bottom of the barrel of stupidity. My friend took the goggles and saw that his 'intruder' was a forgotten sandbag, discarded or dropped earlier that evening by some thoughtless guy doing his chores.
Everyone was very relieved that he hadn't even fired a warning shot, or like I said there'd have been a mountain of form-filling the next day for everyone. "State reason for firing round: hostile sandbag".