After Billy Bob killed the cop..
he asked lester were there any more shells for the gun?
Lester's response "no" even though he pulled out 2 out of his pocket a 2nd later.. I suppose lester answered "no" for 2 reasons.. maybe he thought billy bob was gonna kill him and the second reason was he still "sort of" wanted to kill billy bob and frame him for his wife's murder... though obviously since the cop had shown up it all kind of screwed up his plan anyway..
What I noticed in this sequence is lester had the shotgun shells and as he headed down the stairs they disappeared.. it's a little goof.. but I noticed 👅
And I'm guessing the police never found those blood spattered shotgun shells either.. I think they disappeared into a mini-black hole 