There isn't always tons of splatter like in the movies. Gunshot wounds can be small, and they're moving so fast if they don't hit bone they go in and out cleanly, nothing really too splatter a bunch. Of course it's still a gunshot wound so can lead to death from internal trauma from the bullet and internal compression waves without tons of external blood everywhere. This isn't always true, sometimes there's more splatter than others, but just because there's not really any splatter in this instance doesn't mean she wasn't shot and killed.