Continuity mistake: During Paris and Gabriel's fight in the train, the dead guy behind has his eyes open all the time except for a brief shot where they are closed. A shot later they're open again.
Continuity mistake: During the Venice scenes, Ethan's hair length is always the same, except for scene number 1 where he and the team are on a boat arriving in Venice, and scene number 3 where he and Ilsa are on a balcony. In both these scenes, his hair is very short.
Answer: Maybe they didn't have any guns at that point.