When Kiera and Chen are shooting at each other, Chen's pistol slider locks open indicating he's out of ammo. Even so you can hear him firing at least three shots while ducking for cover.
Right after Kiera wears her Bluetooth in cafe, Kellogg threatens to blow up the cafe with a stun grenade/flash-bang, looking like m84 or similar. Those are considered less than lethal and should not inflict permanent damage. They are not explosive devices like other grenades and do not emit pressure wave and debris to harm anyone in their blast radius. instead they make a very loud noise and very bright flash of light to disorientate anyone affected. The effect however passes after a minute or several and normally is not permanent.
Having come from his time, Kellogg is probably unaware that the device he's holding is just a flash-bang, and thinks it's a truly destructive grenade.
Having come from his time, Kellogg is probably unaware that the device he's holding is just a flash-bang, and thinks it's a truly destructive grenade.