I think you are right. I have found a carved bullet in the same area.. maybe a soldier got bored and shoved them together, etc.
Who knows. It seems too hard to open without damaging it..
Need better pictures of the end but it does look like some type of rim fire hull and there may be two pushed together but it is a lot larger than a .22...d2
Definitely looks like two rimfire shells jammed together, to id them we'll need measurements in 100th's of an inch, but as a guess assuming we have similar size hands the larger one could be a .44 or .45.... It'll be hard to say what the smaller one is unless you can get them apart, but be careful as they may not want to come apart after so long.