What killed Teddy at the end of episode 3? The things that were roaring and then- presumably- killed him. Remember the group of- I'm guessing- athletes of some sort that were sleeping with the prostitutes? Big strong guys (one was black)- I'm thinking it was them as they went off with the "bad" posse. Teddy was shooting them and they never got shot- so it's obviously guests. And a group of guests at that.
Which takes me back to the bullet theory. William gets shot and gets knocked down like he gets hit with a bean bag. Man in black and now this group of athletes get shot and nothing Happens. I'm thinking it's improved bullet technology over the 30 year difference of timelines. Or, it could be as simple as my brother puts it. "Pussies get shot and fall down. Badasses don't get affected". My brother is a marine, what can I say?