The guards might not expect that ... much like Claire herself... Harley has enhanced abilities. So when she is shot -- she just ignores the pain for the moment. She channels the pain into adrenaline and uses it as rage to attack the guards who are trying to hurt her. She is a woman unchained right now. Fury herself, as bullets do draw blood, but do not seem to stall or deter Harley from her goal.

She won't rest until she can free Peter from the guards surrounding him.

And for that ... the guards might be out of their element right now.

This is madness at its purest.