Crewed aircraft are inside clouds (and fogbanks) all the time, and eventually pop out of them, which can surprise you. That's why you need to stay far away from clouds and fogbanks. No flying in zero-visibility environments so you don't kill...
Mourning Doves fly at up to 55 mph, faster than all DJI consumer drones. I know from personal experience (and the expenditure of quite a few shells) that they can be dispatched with a shotgun. Similar thoughts apply to hovering drones and...
18 USC 32 answers the original poster's question. Yes, it's illegal to shoot down a drone. Whether or not the law is enforced is a matter for law enforcement and the courts. Our opinions don't matter.
After flying all of my drones on day 1, all of my batteries are technically "used." Generally if you buy a used drone, you get a used battery too. Unfortunately, pretty much all the drones flying out there at any one point are likely over...