Looked at it again and he kinda shot himself in an odd way, if you want to kill yourself it would seem like you would shoot yourself straight in the chest or stomach, or more likely in the head. This was kind of an angle, it almost looks like a shoulder shot. Maybe he's the one that's still alive, and he did that so he could let Henry go, for Walt or something, but not make it seem like he did it on purpose. To make it seem like somehow Henry got the gun, shot Micheal, who lives, and then shot the other two.