Wasn't the shotgun sequence...

...just a dream/hallucination that Naomi Watts' character experienced? I'm thinking this because basically she grabs the gun, shoots Peter yet Paul grabs the remote and rewinds this whole scene. Could her state of mind been eroding into revenge and all she could ever think of was how to stop this torture, so she hallucinated what she could do to fight back. Paul's bit of rewinding the scene could have been the return to reality for the mother. And considering how unhinged yet careful Peter and Paul are, Paul must have known that as though he clearly knew he left the shotgun in plain view, she would have tried to get it. That's probably why he snatched it off her as she reached for it. Hmmmm...