Cleavers does ship primers and ammo, using DG. And; Rebel ships ammo. With Rebel, they will ship DG with TNT (ha-ha) to the nearest depo, then you’ll have to go and pick it up. I think there’s really only two options where you can order DG online. 1. It’s something super rare and you just managed to grab some of that (have done); and 2. you and a bunch of other ‘yous’ (and I mean a lot) chipped in on a massive order, to make shipping palatable (also done, works well if you can find 10’ish people). In general however, it’s really, really expensive to do solo, compared to what you would find locally. Cleavers I think starts at $290 and Rebel is a lot cheaper, but products are also a lot more expensive, depends on your needs I suppose.
Accessories, etc. As everyone said, Xhunter (actually just down the road from me), fantastic to deal with, 100% online, although they have a tiny shop front attached to their warehouse. Tourbon, just look on AliExpress, you will probably find a better deal (all Chinese, sometimes Ali is cheaper).
Midway Au and OzGunmart I buy from a lot and never had an issue with. And if or when you get into Cat H - checkout www.db-shootingsupplies.com.au (in Tas), have also been impressed with them.
Also I think Westernfirearms.com.au are under-appreciated, they always have the weirdest stuff I needed. Best to call them and order over the phone, the website is a bit meh. I usually give them a call first, when I need something obscure.