Caitlyn remained on the rooftops of Godsblood during her entire skirmish with Misa, and while she was using her soul-rifle power, she had been wearing a hood and keeping her face and body obscured. The clothes she wore during the skirmish were burned in Greentruth. NPCs might have noticed the sound of gunfire, and might have seen her operating, but she tried to at least obscure herself from the Godsblood populace so she can move more freely.