I had meant to address this but it never seemed to fit in anywhere. You may or may not be asking yourself: If Neal had a full clip of bullets how did he shoot the bad guy but it was empty suddenly? Answer:
Neal glanced down at the accessory on his ankle thinking back to the manacle their captors had put on Peter and himself. He shivered at the memory lowering his pant leg again and standing up. He paced around his apartment at June's thinking about everything especially that moment he took up the gun. What had happened before that?
"Don't let him get to you, Neal." Lara whispered as she leaned her head on his shoulder and hugged his arm. He looked down at her. Lara was shivering and yet she was the one who was keeping him in line when he should be helping her keep it together. He bit his tongue and let his anger slip away as much as he could laying his head gently against hers as they walked along.
That's right. Lara had been clinging to him. She was afraid but she kept him sane when he was so close to breaking. So close to crossing the line he had always promised to never cross. The line that kept his humanity intact and separated him from others like Keller and Wilkes.
Maybe it had been an unconscious gesture, seeing as he couldn't remember doing it, but his hand had been in his pocket as Lara clung to him. Somehow he had popped all the bullets out of the clip as he held it in his hand in what was probably a white knuckle grip. He only realized what he had done later when Peter asked about the loose bullets in his pocket. Neal couldn't answer his friend because he didn't know. He just knew that when he had pulled the gun from Lara's jacket and pushed the clip in, he had honestly thought it was armed.
Neal was blinded by pure unadulterated fury and he was beyond reasoning. Whether he saved his soul or killed it, he was willing to give it all up to see the smirk die on the man's face. The man who had tortured him, Peter and mocked him with Kate's death. The man who had involved an innocent bystander, Lara Evans in a game straight out of a horror novel or movie.
Neal sighed, walking out onto the terrace and glanced over the edge. It was sunset and the city glowed like so many jewels as the sun sparkled off the skyscrapers and water with an orangey glow. He smiled thinking he felt a soft hand brush at his hair and someone whispering to him.