The only actual test I ever read about was in an older book on combat shotguns.
In one chapter, the author ran a series of tests with shot, buckshot, and slugs against a good variety of wall construction, including wallboard, the old fashioned lath and plaster, and exterior walls of a number of types including brick and cinder block.
His bottom line was, no standard interior or exterior wall construction would stop ANY buckshot or slug, and not most larger shot, UNLESS the wall was brick or block construction.
In the pictured tests, 00 buck would spall the surface of the block, but not shatter it.
Slugs would often break the block, but not penetrate all the way through.
He also concluded that simply setting a cinder block on the ground and shooting it wasn't a valid test, since the blocks are mutually reinforcing, making them harder to shatter and penetrate.
His rather unique conclusion was, if you have verified intruders in the house in the middle of the night, simply slide off the bed onto the floor and shoot the shotgun right through the walls at where the bad guys are.
The shot will sail right through the walls and hit the BG's.
His second conclusion was: Unless you have brick or concrete block exterior walls, don't expect the shot to stay inside the house.
Based on this, I'd say you're fine in a dwelling with a firewall made of cinder block.
I do question the use of shotgun slugs as an inside-the-house defense round.
The big advantage of the shotgun is the spreading "cloud" of shot, and the speed at which you can get it on target by "pointing" the shotgun.
The use of slugs turns the shotgun into nothing but a large caliber musket, which must be precisely aimed.
These days I mostly hear home defense discussions concerning how tight a particular load or gun patterns.
In a true inside-the-home gun you want just the opposite.
A good rule of thumb on shotguns is, the shot will spread "about" one inch per yard.
In other words, at 6 yards you'd have a circle of shot about 6-7 inches in diameter.
A 6 to 7 inch circle is not big, and it's VERY possible to flat MISS a shot inside the typical home.
Years ago, people used to make up shotgun shells with a spreader modification to make the shot open up faster for use inside.
In a "combat" shotgun, a tight pattern is good for those longer shots.
In a true Home Defense gun, the bigger the pattern at short range, the better.
Since my Remington 870 Police is a true inside gun, I opened the factory Improved Cylinder choke to a true Cylinder bore, and I selected buckshot loads that DON'T shoot tight patterns.