Guys that chick totally blew the governor's head off. He's dead.
Also, the baby is alive. Remember there were two little girls carrying the baby seat? That's tough...two people for one baby. I think when the girls went back to get the guns they took the baby out of the seat, hid her maybe. I think the blood is just a red herring. Makes it look more gruesome and dramatic. The baby was collected and is alive, probably with the little girls.