When the possessed Kelly slips the shotgun shell into the gun while Pablo is holding it near his face, the primer on the shell has clearly already been struck and so would not fire.
In the final shot, as the car and trailer drive off into the distance, you can clearly see a white triangle painted on the left-hand side of an intersecting road. In New Zealand (where the series is filmed), a white triangle signals to a driver that they must give way to all traffic. It's on the left-hand side because Kiwis drive on that side of the road.