Only a .375 can shoot both .38 special and .357 ammunition. A .38 is not interchangeable. As police officers, they would have been aware of this and would've been looking for a .357 instead of the .38.
When Sharon asks the priest for final rites he tries to convince her that she doesn't need this. But in Catholic church this sacrament is also called "Anointing of the Sick" and it can be given to people many times during their life. In fact it is recommended before any major medical procedure, not just imminent death. Ordained priest should know this and encourage it.