As is the tradition of the GF forum, we speculate on events in the films that have no answer in the film. And TB brings up a dicey scenario. The gun shot would have been heard from a long distance. Based on the cloud cover there was likely a low pressure system in place. Low pressure allows sounds to travel and across a flat surface as a lake, the gunshots would be clearly heard from most shore points. Since Michael is seen on camera at the time of the shots, it is possible that Anthony was in earshot of the gunshots (they were suppose to leave the compound). Connie whereabouts were unknown, but most likely in earshot range. So it does leave some speculation as to who was in range to hear the gunshots. A possible dramatic gaffe by Coppola.