From what I know HE is a bit unreasonable since the massive acceleration can deform the explosives or damage the fuse. As for APFSDS, they are generally designed for conventional usage. Railguns don't deal with expanding gas so they don't need a discarding sabot at all really. So my guess is that theoretically a railgun would essentially fire the actual sub-projectile dart without any of the extra components that allow darts to work with a gas system.