Very little to add to Alan's sage advice, except that the cases and loading dies are exactly the same for the .500 BP Express, .500 Light Cordite or nitro-for-black load, and the .500 Nitro Express. (I assume none of the ancient balloon-head cases remain in general circulation, of course!) You will need to update your profile to include country of residence, stevecq80, before anyone here can help you with a logical source of supply.

Alex Henry may well have stamped 'nitro express' on the flats of the rifle in question, as it was early days and the full nitro load may not yet have gained full acceptance. Nevertheless, it is the load data that is crucial, as Alan pointed out.

The .500 Light Nitro is a marvellous cartridge with modern powders and specialist-bullets like the 440gr Woodleigh, greatly underrated by the big-bore snobs, and far more pleasant to practice with, or shoot for fun, than the full-nitro version.