TBH i only called him Evil Dirty Santa because thats what he looks like. Your take on the theory is interesting, maybe he is more like a Pied Piper type chracter.
Why would there be? The shell casing is not the projectile, its the casing that holds the gunpowder and is ejected from the breach.
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The shell casings were from Michael's gun so he was firing from the place they were found. If he was shot at that place there would have been blood in the area. My guess is he fired off 3 rounds and then moved on to chase what ever he shot at but never found it and was still looking and probably lost by nightfall - hence "Zeke" saying Mike wouldn't find The Others. Of course this could also mean he's dead.