Shame tells the bodyguard/thug (played by Sven-Ole Thorsen) to "say hello to Arnold for me" before hitting him with the gun. Thorsen has appeared on screen in nine different Arnold Schwarzenegger movies, did stunts and training for actors and stuntmen in many others, and was actually introduced to the movie business by Arnold, who knew him from when they used to do bodybuilding competitions together.
The history of the love triangle between Shame, Angela and Mendoza is never explained in a linear fashion. But it is known that Angela was with Mendoza first. It is likely that while he was a cop, Shame was assigned to somehow get close to Mendoza and did so through Angela; falling in love with her in the process.