I still stand by experience in that the din of the guns going off would be very difficult to hear through a lot of walls, doors, and at least one flight of stairs. I would expect Rudolf or Kyrie to be more likely to identify a distant gun going off since they have more expertise with them than most of the people on the island, but they’re dead by this point.
And it’s laid out in Alliance, but Maria is completely looking forward to whatever death may come if she survives the eight twilights because she IS a zealot for Beatrice. Beatrice promised that in the Golden Land, good things would come to Maria and to get there, people had to die. She was barely bothered by the death of her mother in this arc, so not being bothered by the murders going on behind her back isn’t exactly surprising (especially when she’s imagined far crueler and more gruesome deaths in her mind).
Most likely, I believe that the culprit waited for the four to go to the room, used a servant key and closed the door, asked Maria to stand in the corner and ignore the bloodshed, shot the elderly accomplices, set the stakes/paperweights, made the call, left, and locked the door. Then Natsuhi’s gun wasn’t loaded but the killer’s was, and the killer switched Natsuhi’s gun with their gun so it seemed like she shot herself. (The manga for the final game explains all of the tricks, but I’m just offering explanations with the most logical explanation.) I sure can’t wait to eventually discuss EP2 because on a re-read, I noticed something cool about the end I missed the first time.