In train arc, when Shiho (Kid) refused to get out from the luggage cart which was full of bombs, and thus refused to accompany Bourbon, we have seen Bourbon had activated his gun ready to shoot, saying: " I think I will be little rough to you", doesn't that mean he was ready to shoot and kill her already??
Ummm or maybe he was just referring to shooting the locked door open and force her out. He did say he wasn't going to kill her from the very beginning and like I said before he would gain nothing from killing her.
Also you forget he was willing to shoot who he thought was Vermouth (was actually Akai) to ensure Shiho wouldn't be killed by her.
He also seemed upset or rather annoyed, when he couldn't get her out of the luggage cart in time when it got separated from the train, knowing she was going to die in the explosion (not because he cared about her, but if she died before returning her to the BO, meant he wouldn't gain the trust and higher standing he was hoping to get from the organisation after handing her back to them).