Winter doesn't hesitate-- well, not that long, anyway. He doesn't trust the fear-entity things, and while the spiders had been relatively harmless, the butterflies had not, and something this big will definitely not be. He takes a beat to take the sight in, register the potential threats, try to work out just how the thing works-- and then he fires.

It's at an angle, so he doesn't hit Caitlyn, which means it's not a kill shot, but it is definitely bloody across the thing's shoulder. The deer-thing squeals, and charges him. Revenge, maybe. Dumb deer-headed bravado. Who knows? At least it only has hands, not hooves or horns.