Nuclear engineer here. UF6 is solid at ambient temperature and pressure, though it is extremely voltatile and can be turned into a gas with ease. It is mainly used as an intermediary Uranium compound which has physical properties (first and foremost, being turned easily into a gas) that are very conducive to it enrichment. Once it is enriched though, it is turned through various other chemical processes into either various forms of ceramics (e.g. Uranium Oxides) or metal (e.g. pure Uranium metal). DU rounds are made of purely metallic Uranium and are, of course, stored that way too. There is no UF6 involved in the storage of DU rounds since... the rounds have already been fabricated out of metallic (depleted) Uranium.

I'm linking the right page, depleted uranium ammunitions aren't made of UF at all