Around the 28:50 mark Lizzy asks to see the other agents pistol. He hands it to her, then she pulls the slide back loading a round into the chamber. He had loaded a round just before he went, and found her so when she went to load a round his weapon should have ejected the bullet he had already chambered. Instead nothing came out of the weapon.
Reddington tells Anslo that his shot didn't kill him because he had just changed from his usual hollow-point ammo to "centerfire wadcutters." Wadcutter loads are designed for shooting paper targets: no-one would ever use them for combat or defense ammo, and certainly not someone as sophisticated as Reddington. And all pistol rounds (except .22) are centerfire, so Reddington would never have made a point of describing his pistol ammo as being centerfire. This comment is not something Reddington would ever say.