When the co-creator was asked about the gun shot wound to the chest, a simple “well, you know” would give the fans exactly what they wanted to hear. The overall story has always been a “tragic love story” according to Fawcett, so fans might have to be prepared for the worst when it comes to Delphine.
There is no way to know who shot her at this point and Fawcett is not giving that information up for good reason. Rudy is gone and it just had to happen according to Fawcett, but he wanted to do something different with his death knowing it was going to happen. Having Helena do it was just the cherry on top.
The show is set to begin the fourth season of filming by the end of this year with brand new episodes to watch at some point next year. The odds are good it will be on in April again.