Jun Ho remembers when he got shot in Season 1 while watching himself in the mirror. He was clearly shot on his left shoulder however his reflection in the mirror shows us that he got shot on the right one.
During Rock, Paper, Scissors, you can visibly tell that the primers in all of the bullets are already indented meaning that they've already been fired. You cannot reuse the primer to shoot a bullet. If it was only a scare tactic, that would be one thing.
Gi-hon has a dream of the masked frontman knocking on his door. This is impossible due to the fact that Gi-hon never saw the frontman up to that point and was blindfolded during the only meeting the two characters had.