Question: When Harry delivered his famous "do you feel lucky" monologue at the start, did he know his gun was empty? And when he repeated it at the end, did he know the gun was loaded?
Answer: That question is the entire point of the first scene. You're meant to wonder whether he knew or not. At the end of the film, you're given the impression he does know, and is hoping the killer will attack him, giving him an excuse to fire.
Question: What happened to the kid who was fishing at the end who the guy Harry was after took hostage? I don't think Harry shot through him, but I didn't see him when the camera pans out for the credits, is he dead?
Answer: If you watch closely, you see the killer throw him to the side and then take aim at Harry, at which point Harry shoots him. Since we don't see the kid again, we can assume he ran away as soon as the killer let him go.