If you burn up a 10 or 12 gauge shunt wire across your alternator there is something seriously wrong, like a bad fault to ground on the alternator to battery line. If that occurs, you want to have some sort of protection between the battery and the fault because the battery will keep pumping out electrons until the firemen come. The alternator stops pumping when the engine stops running. But even with a protection device (fuse, circuit breaker, etc.) between the battery and the ammeter (but
after the starter solenoid) a serious fault to ground on the battery to alternator line is a very bad day in the making. FWIW, I have a 50 amp circuit breaker between the battery and ammeter/shunt and nothing between the ammeter/shunt and alternator.
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Would you mind drawing a simple schematic of your shunt and fuse?