The .410 and 36 gauge are the same shell. The true gauge of a .410 is 68 gauge (67.5ga to be exact) i.e. 67.5 lead balls of .410" diameter to the pound.
At some stage in the early days when France and some other South American countries were playing around with terminologies for various smoothbores expressed in millimetres, bores and gauges, the .410 erroneously got called a 36 gauge. This 36 gauge reference is still used today in some European and South American countries hence .410 ammo from and for these origins is labelled 36 gauge too.
The .410 is sometimes referred to as 11mm in European circles.