His memories of Wyatt are inspired by the event of Dolores shooting everyone. In the end thoses memories were planted by Ford. So there's no reason he would remember Dolores doing it, because he might actually never have seen the real scene. And if he did, then he may remember at some point it was Dolores but for now…

A thought occured to me: what if Dolores is actually travelling alone and all what she sees with William, etc… is actually a memory she's hallucinating again thanks to her perfect brain? There are many flashes of her being actually alone (fortune teller, river bank…). What if instead of memories, they were present?