Alex didn't say anything, he knew that if he replied, it would let Scott know where he was at. He wanted to avoid that while the bullet and pain would hopefully distract McCall long enough for him to move to the next part of the plan.
If not, he'd just have to trigger the mortar, but he was hoping to save that for later.
Alex shifted slowly, readjusting his aim and doing his best not to make any more sound than what a tree would normally make. Then he sent a text to the 'victim', telling them to scream again, but closer this time. Maybe McCall would try to be a hero after all.