I have been reading on gunshot wounds. Not all gunshot wounds bleed externally. If not shot at real close range there could of been (from the pictures i saw) a small round hole. The damage from a bullet is internal. Depending on the shot and bullet there may or may not of been an exit would.
As far as the stepfather not being woke up by the bullet, I think it is possible that it did wake him up he didn't register what woke him. I know once when the space shuttle landed I woke up startled then heard a boom I thought my garage had exploded. I do think it was the first boom that woke me startled, (but it did not register) and then I heard the second boom.
So he never asked his wife what happened before calling 911? She was coherent, she is heard answering questions on 911 call.