At 39:30 there is blood on Ami's face but at 39:36 the blood is gone.
While the arena is quite large and the crowd makes a lot of noise, it is quite improbable that nobody would have heard the gunshots from the fight between Michael and Anson.
A lot of planning and deception is required to free Mia from the supermax prison. However, she is able to shoot Alex without anybody noticing the gunshot.