We have a video at out training center of ammo cooking off next to a turnout coat and nothing even damages the outer layer. A commander pulling out crews over ammo is pretty much a common thing anyway unfortunately. I had a pistol in the glove box of a burning car fire a chambered round through the side door once. Fortunately before we got onscene.
I checked with my agency fire safety people and the only thing they had heard of is restrictions on commercial storage of ammo or powder (especially black powder) and explosives. They hadn't heard of anything for private residences.