I am betting there is a very good chance that what your relative heard was fireworks. They are very prevalent here and used for most all celebrations and they can sound remarkably like a gun shot. Now, it is possible that she actually heard a gun firing, but I never have in my three years here, so it would have been a very isolated incident. I don’t feel at all unsafe being near Colombia and I (along with many other expats) cross into Colombia on occasion for day trips or shopping.