You chose to leave through the window.

You hear the mother of the man you killed knocking more and asking him to open up, as you use your gun to break the glass you can hear her start to try to open the door herself.

You peak your head out of the broken window, cutting yourself slightly on the glass shards, you see before you two escapes.
The ceiling of the building above you, a risky escape but you won’t be bumping into anyone up there and might be able to hide the gun better.

Or a ladder down below , which is a much safer option but will lead to you having to make your way through the streets with a gun and covered in blood can be risky, and you wouldn’t have a good place to hide the gun for quite awhile.