Yes and no. If you agree / make a deal that everyone gets to open a box of the main stash then you can quest together. If you can't co-operate that way then you either have to get your weapons from trader or loot directly or hope RNG is with you as your magazines will also drop in the loot boxes your co-players loot. If that isn't enough as well then the best option is probably to split up, at least when you have the chance for shotgun messiah for example and you wanted weapon magazines.