You need to check the trailers for this series. Kate and Jo talking in that builders yard, Jo says 'Kate, I had nothing to do with it'. They are talking face to face. This wasn't in last night's episode. Unless this is a red herring, or possibly a deliberate misdirection by the producers, this suggests that both Kate and Jo have survived the shooting. Later in that trailer, Jo is seen with her hands up, which suggests Steve and the cavalry arrive shortly after (and it could have been their shots we heard).