Not sure where you'll find .405 Winchester cases as they certainly aren't readily available these days, and when they do show up they run about $3 a case!
I've used .405 Hornady cases to make .40-63 Ballard and .40-70SS for many years, and fortunately I've purchased a large quantity when Hornday was offering them. But if I had to try to buy them today it would be expensive, and tough to locate!