Its the one main part of LOD that was really poor imo, i just dont believe he would have done that, i mean to escape he called in armed coppers to shoot them so he hardly cares, i dont believe for one minute he would push her out the way and take the bullet.
I think there are a few mistakes surrounding those scenes, i think Dot suddenly having a conscience was Mercurio trying to redeem a character in the last moments that didnt work imo, and then there is a mistake either in the editing or something which will show Kate to be a bent copper, and it was the recording of his dying declaration, somewhere along the line the recording changed between Hastings listening to it and it being heard in another scene, sometimes i think Mercurio is so invested he sometimes writes himself into corners and uses a bit of shark jumping to get out of it.
Even with some of the weird plot holes and poor ways of getting out of it, its still the best TV Drama around at the moment, ive pretty much given up with all british dramas except this one.