Episode 2 Discussion [Rewatch]

[Silktie]

Yes, there's definitely a shot, but it could have been to take out one of the tyres to cause the accident.

Spoiler: show

As JHyde said, in 4.10 Harry says the Contingents Events Committee discussed this as the biggest threat to Diana's safety, and that the shot can be made with some type of bullet that disintegrates on impact making it look like an ordinary burst tyre caused the accident.

That said, I don't think we can't say for sure that they didn't just shoot the scumbag in the head. He must have had many enemies on which they could have pinned it afterwards.