This is achieved through a couple of insect leg-esque arms (which the Combine seem awfully fond of) that reach into the ejection port and yank rounds out (a process which, going frame-by-frame, seems to take rounds from the magazine to the reservoir without them crossing the space between) when the magazine runs empty, it then manually places them straight into the ejection port to keep the gun fed. Midway through a gunfight in an abandoned subway station, Alyx shoves a new magazine into her fully-emptied LDA, and watches as the reservoir steals all of its ammo.
