He was hit in the top of the thigh and maybe in the shoulder joint, he might be looking at the amputation of the limb, if he's lucky. Death by bleeding out if unlucky, I think. Lots of bones up there making up the joint. He may never have use of that arm in a meaningful way, even if things heal up. That looks like a devastating hit. I cannot identify her gun. Was it the light semi-auto or the bigger one that does a three-shot cluster? I'm not too knowledgeable about these, and so I don't know if one has more powerful ammunition than the other.
Well, as others have pointed out, she did pointedly lock the door. If he unlocked it using the manager's key, I'd say that he was up to no good no matter what he might say. I'd pack up and find another inn, since security is so poor. I wouldn't sleep easy there, and would rather sleep in my carriage.