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I don't believe in a lot of hard and fast rules, rules are made to be broken. This was basically a hostage situation. The beaten victim was physically close and perhaps providing cover for the bad guy. The lady might not have had a clean shot, without endangering fiancé. Maybe her pleading or warning shot provided a distraction to give her a clean shot into his pumpkin. It was a good shot with great results.

I'm not claiming that warning shots are a great idea. Most of the time it would be a terrible idea. Although in this case, it might have been the best strategy. The boyfriend and the woman are OK. The bad guy was stopped. All in all a happy ending.