I finished episode 3 this morning (it's night now), so my memory's not at its best, but there's one thing that's been stuck in my mind for some reason.
Spoiler for episode 3:
Remember in Episode 1, when Natsuhi is killed by a gun bullet? At that time, it was assumed that it had been "deflected" since it would easily be deflected by Beatrice (or witches in general), but during the fourth to sixth twilight of ep3, we learn that even witches can be fatally wounded with a gun, like a normal human, and that a gun-resistant barrier would take a long time to summon (ignoring the fact that Eva-Beatrice made one in an instant, since she has been the only character so far to have done this).
So either one, Beatrice had prepared the barrier beforehand, or two, as someone else said, Beatrice had her own gun and used that to shoot Natsuhi, then quickly switched guns before the children came. Assuming the hall is very long, and that the children were just outside the parlor, she would have enough time to do all that and hide the other gun.
I know this actually speculation on stuff in episode 1, but since some of the "evidence" (I don't know how to say it) is revealed in ep3, I had to put it here. I'm still supporting the "Magic exists, but is not directly involved with the crime" side.