I suspect the guy just dropped his weapon, took off or put on a different colored shirt, put on/took off a hat, and blended into the crowd walking towards the venue to see that happened.

Takes some balls to do that, but--like with stage magic tricks--what's amazing is how much people do not notice about the world around them. Some guy dressed in all black sprinting away from the site of a shooting... well, that is the kind of thing that would be noticed.