I don't think anybody was nearby to respond to those shots and come in the car we saw.
She had time to go inside afterwards and birth a baby.
That seemed to take quite a time after she shot the gun. If someone was nearby, heard the shot, and decided to investigate, they would have been there a lot earlier. If they heard the shot and contacted the authorities and waited for them to come to investigate that would have been longer.
But I think that the Waterford's have spoken to Nick and so know he was captured, and they've gone back for a second look now they know June and Nick didn't run away (or not together at least).
Nick may have had to tell his captors he was there with June as well, so it could be them coming back.
But either way, I think she's going back to the Waterford's house with Holly now, at least for a brief time until Serena can get rid of her.