The lieutenant can't open the payroll bag because the key doesn't fit. When he asks Clay if he has something that can open the bag, Clay, without hesitating, pulls a pistol out of the desk and shoots the lock off. The problem here is that Clay is facing the window and door when he fires, and the bullet could have gone through and hit someone. Also, the lieutenant, standing very close to the bag, doesn't react to the sudden shooting. He just grins at Clay.
When Cahoon sneaks in behind Clay, he picks up a pillow to hold in front of his gun to use as a silencer when he shoots Clay. But when Enoch comes in, Cahoon throws the pillow down before he shoots Enoch.