Well, the outer space bullet will “stop” if the bullet does hit something, and even gas clouds could slow it way down.
Nobody will hear the gun going bang in outer space, however.
Actually, I believe a bullet would be one of the slowest
Particles in space anyway and the nearest gravity well would suck it in.
In fact I don't think it would even pass the moon before the Earths gravity would pull it back down.
Apollo TLI velocities were faster than a bullet from a gun.
Or you screaming, if it bites you :-)