The police warrant said that there was blood splattered all over Baldwin and others and the woman was shot at extremely close range. So Baldwin’s clothing was confiscated as evidence since there was so much blood on it.
I can see Baldwin asking her about checking it. She says it’s safe. He says In anger then we’ll see. Maybe she was dumb enough to to say go ahead or he just fired. For that much splatter to be on his clothes as well as others. Seems like they were in a group talking and not filming.