I believe that Cross would'nt just died like tat...
I guess he probably used some 'magic' or Grave of Maria? Don't forget Cross is one with lots of trick under his sleeves...
I saw he himself picked up his gun before the door was open though...
Spoiler!

High chance he had shot himself with it.

Things i wanna know :
What did Cross Marian did to his golem as mention ealier on...
Spoiler!


What is wrong with gramps... he seems to be worried of something?
Spoiler!


The storyline is getting more and more enticing!