One witness describes police vehicles with lights flashing around the Chase Bank. It is there they saw a officer get shot. You can get all of the videos at the CNN web site covering the Planned Parenthood shootings:
http://www.cnn.com/2015/11/28/us/colorado-planned-parenthood-shooting/
You are correct to say the gunman was engaged shooting at cops. Perhaps some of the crossfire may have hit the people inside Planned Parenthood.
Thanks for the link, that’s a nice resource. Which witness mentions Chase Bank?