the only explanation is that she was shot from behind right after hitting the kidnapper

No, I think the bad guy shot her.

if he would have shot her, then in her eternal dream she would have missed the shot because "there's no need for killing". the bad guy would have survived in her dream but turned good.

I understand how you can take this as he shot her after she shot him, or at the same time. However, I also think that even though the world that you enter has no need for killing, she was in the situation where it was necessary and everything turned out well for her because the kidnapper was dead and she had the boy back (as would happen in the "perfect life"). Even though she killed, it was because she was in the situation where she had to. I'm assuming this comic can be taken in more ways than one.

i still think that if there is no need to kill in that dream world, there really will be genuinely no situation were you would have to kill, even in one like this. the kidnapper would go all "oh, haha, i was pulling your leg there, you almost fell for it".
but i guess your explanation makes sense too.

When you're about to die, that's when you enter that world. Not while you're still living.