I realize that i am talking to myself here... but #### y'all i dont care.
My guess is that Jessie shot Gale in the shoulder and wounded him,
but didnt kill him. I expect the rest of the seen to be gritty with gale rolling around the floor bleeding and in pain while Jessie continues to spazz and be indecisive for a few more seconds, before ultimately realizing that he has to do it, so he finishes him off with a head shot.
There may be a big time flaw with Jessies get away though. Especially if he is driving that little red ####-bucket. He wont be hard to track if Mike is within 15 mins of Gales place.