Scarlett and Hiram :
Scarlett sees it as her job to protect Hiram even after getting together. If he somehow got shot she'd not only hunt them down and make them suffer, but Scarlett would also feel absolutely horrible and like a failure. She'll tend to the wound and lock up the tower. She will track down the bastard that did it and knock them out. She's a bit sadistic. Once they wake they will be in her medical office at her place. She will be nailing them to a cross through his palms, and she will keep them alive as she sets them up in the center of the road. She will then leave them there to die slowly and painfully. If she's feeling extra sadistic she'll burn them alive. Scarlett was softened by Hiram, but deep inside she's still the pirate queen the board and many others learned to fear. After wards she will pamper the hell out of Hiram. Lord knows how he'd react hearing about a crucified marauder or outlaw in the center of the street near by.

Kira and Sanjar :
Again Kira sees herself as Sanjar's body guard as well as girlfriend. If he got shot of course she'd tend to him and as soon as she is fine to leave his side she will find them, slit their throats hang them like a scare crow, slit their stomach so their guts fall out, stuff her signature metal coin, and light him on fire. The metal her coin is made out of has a high melting point so all it does is get hot. Anyone who finds the body and coin will know what happened and who did it. Then back to waiting on her precious hand and foot.

Roxie and Felix :
Roxie isn't like Scarlett or Kira. She isn't violent or blood thirsty. She doesn't have medical training either. So her first instinct is cry her second is to get him to safety. She will immediately get help. She would spend the whole time crying and apologizing for not being strong enough to protect him. She will do anything for him. Even if it's just a shot to the shoulder. She's emotional and not used to this, she never will be.