Corrected entry: Sullivan shouldn't have had to yell out that he had Costello after shooting him. The other cops would've surely heard the barrage of gunshots and came running as they had already stopped shooting long before. (02:05:45)
Lummie
23rd Feb 2009
Correction: The most likely reason for this was as you pointed out the police would have probably heard the sound of gunshots and have their weapons drawn. Sullivan would be simply taking the precaution to warn the police in case they mistook him for one of the suspects.
Lummie ★