MM, I know you are just speculating, but I was counting the shots.
They were coming regularly, no real pause, and I only saw him reach in his pocket once.
The time it took him to simply reach in and pull out the shell, nevermind load it, was more than the gap between shots. Also, your point about the car... Man, simply taking a PICTURE out a moving car is difficult, nevermind using a long barreled firearm!
I also think they are using slugs. The headshots were too precise. I saw no spray/splatter at range (I think it was because they used the same CGI effect on all the shots. I would have to pause and run it slow to see).
As for the prison? If budget was a problem before (and the reason that things changed from S1->S2) I think you (whoever said it) are right about using a few closed sets and an exterior CGI. It could also be done at a doctored up school or warehouse for some of the external shots, both of which are available....