I don't know about gunshots, gators are just THICK during teal season down at the WMA. I shot a teal one year when my SIL had tagged along with me. He says "I'll get it", goes out after it and yells back to me, "something big and green ate it!" I'm like, "If you don't wanna get ate, GET BACK HERE!" LOL! It's why I never took my dog during teal season. By the regular duck season, they've all holed up.
Anyway, those gators down there certainly COULD have been trained that gun shots mean food. Ain't like they have to swim far, though. Before dawn, you shine a light out over the water and you'll see lots of eyes staring back at you. Knowing you just waded over to your hunting spot is kinda creepy. I have a canoe to make the trip from the other side on Buffalo Lake, now. LOL!