I must be the only one who was saddened by epsiode 03.
spoiler
Also for the jobs they are doing Henrietta could have been using subsonic ammo or aluminum rounds. They have good initial penetration and very little penetration of walls and zuch to minimize chance of scattered shots pentrating through walls and such. Also if they were doing a shootout in a building subsonic ammo is much quieter. Law Enforcement and Special Forces have started using subsonic ammo in at least 9mm and I think it has been applied to other calibers as well.
The tumbling rounds cause massive amounts of hydrostatic shock. Even though only one or two rounds may hit they do such massive tissue damage upon impact the body cant deal with it and can shut down.