Mathematica, 5353 49 bytes
(For[i=n=#,n>1,--n,If[n∣i,i+=n(2Mod[i/ni+=Mod[i,2]2n]2-1)]];in]];i)&
I decided to golf my reference implementation. The ∣
is the Unicode symbol for "divides", and counts for 3 bytes. Otherwise, this uses the same algorithm as everyone else.
It defines an unnamed function which takes n
as a single parameter and returns the n
th Shotgun number.