She didn't shoot Sherlock in the head because she never wanted to kill him! That's the whole point of Sherlock asking her to show him her marksmanship. That way he finds out that she could have killed him if she wanted to. She calculated that she could get to him later and convince him not to tell John.

She didn't interrogate CAM, he was just sniveling and begging her to win some time. She knew CAM would never set the police on her. He secretly loved it when she defied him ("bad, bad girl.")