Police have routine exposure to pepper spray as part of their job, flailing around isn't part of the training, and drugs would lessen the effect. It would also be basic knowledge to search her while she is in the freezer given that he had evidence she's already killed people in the house.
Despite hiding in an unplugged freezer and it being open for some time afterwards, the frost is still visible on the lid during the house's final scenes.
While walking thru the house looking for the woman with his leaver action rife and after shooting No shell casing can be seen ejected or on the floor.
Despite the female officers empathy for the woman, the fact that during consoling and moving her to the car, neither officer felt the firearm in her jacket.