Momentum of anybody is product of velocity and mass of the object. The shell’s momentum (which is a vector) before and after the explosion, will be same. Or, the explosion of shell follows the law of conservation of momentum.
We know that energy can neither be created nor destroyed but it can be converted from one form to other and in this case; the small amount of energy is lost to the surrounding. However, if we talk about the kinetic energy, it will be different before and after the explosion.