Calcium supplements aren't normally pure calcium. I can't recall ever seeing any that boast being 100% pure calcium (Ca), no other additives, though I suppose you could find it if you tried. Ca supplements come in various compounds ( Ca + something else), some are easier to absorb than others. Calcium carbonate (molecular formula is CaCO3 if you only see it listed in chemical format) is the most popular used version, it's cheaper and more common. It should be taken with food to take advantage of the extra acid in the stomach during digestion. If Ca supplements are taken between meals without food, Calcium citrate (molecular formula Ca3(C6H15O7)2 ) would be the better choice. Other forms available for supplements are calcium gluconate, calcium phosphate, calcium lactate and calcium citrate malate. Dolomite contains Ca as well as magnesium, and is sometimes used for supplements. Each has it's own advantages and disadvantages, mostly because of some dietary restrictions or health problems.
When it comes to supplements for our geckos, calcium carbonate is the way to go. Since we dust the insects or add it to the fruit, it's automatically taken with food. If you leave it out in a dish and the gecko hasn't eaten for a while, it probably won't absorb as much as it would if there was some digestion activity going on. That's one of the reasons it's often stated that leaving it out for the geckos to self-administer doesn't do much good. A better way would be to put calcium citrate out for self dosing, but that's not likely to happen. Calcium citrate has a sour, lemony as well as salty taste - chances are only macho geckos will give it a second lick.
Oyster shell is sometimes contaminated with heavy metals such as lead depending on which ocean it came from and/or the methods used during manufacture. Bone meal has also been known to be contaminated. It's best to stick to plain calcium carbonate, it's common enough in uncontaminated form. Even though calcium supplements for human consumption have to pass purity tests and some contaminants still make it through, it's not far fetched to think that some animal supplements are not scrutinized as well as ours are.