Hey!
There are two instances of gunshots in the show; one cluster of three recorded shots in the middle of the first act, and one real (blank) shot at the end of the show. I wouldn't say the shots in the first act are particularly loud, they're meant to sound as if they're coming from a room offstage. The shot at the end of the show can be loud and is meant to come as a surprise, which could be jarring for you if you're sensitive to live gunshots.
Both moments are very quick.
I would also say that if you're sensitive to loud noises in general, this may be a difficult show for you. There's a lot of shouting, loud banging, sounds of destruction, etc,.
The show is a lot of fun - I'm hoping that if you know the shots are coming you'll be able to stomach them and won't be deterred from seeing the show. I think you'll really enjoy yourself.