Many, many times the guns on set are real. They look better on screen, especially in closeups.
Filming a closeup could explain why both the DP and the Director were hit by the same one shot. They could have been filming a closeup of Baldwin shooting someone, and pointed his gun at the off-set camera with the director and DP standing next to it.
Thank you for that explanation, so many others are assuming Baldwin was doing something stupid or intentional. I may not like the guy but I find it difficult to believe he was intentionally discharging a firearm at real people.
I agree with your assessment but why was there a live round in the gun?