They also didn't know it was Joe until they went into his room while he was gone and found he wasn't there. If they hadn't found out, Joe's plan would have worked perfectly.

It was the sound of gunfire that caused them to ride out to the little house.
Agreed.
Quite a few crew over the years have queried this scene, but we don't know the exact distance. I just think you have to accept that gunfire was heard. I don't think it's a big deal.

Just finished watching it again. It was the sound of gunfire that caused them to ride out to the little house.
"I know it looked like I fell but it was all part of my plan!"

It's probably about a mile or two, the sound of gunfire can travel that far.