It wasn't the sound that alerted Selene to danger, but the smell. Absolutely rancid, the vampire turned her face away just briefly to try at a whiff of fresher air before forcing herself to look toward the smell. Her eyes widened at the sight she found. A zombie on a television screen, or in a book, was not at all the same as seeing one in person. And a bit too close for comfort, actually.
She sensed Remus' movement and didn't take her eyes off the zombie as she fluidly raised the shotgun. One hand on the barrel to steady it and the other with a finger curled around the trigger. The vampire didn't even blink. She did, however, aim to shoot out a leg rather than going for the headshot. With a shotgun it was best to do that close-range, just to be certain. That and was a little curious to see how the creature would react. She'd never dealt with zombies before; she wanted to know how this sort of threat handled.
One thing was for sure though. If anyone was hiding out in the clock tower they would have heard the shot fired. As would anything else nearby.