When the bolt action rifle are being used they never eject the spent cartridge upon being reloaded, showing them to be empty.
Early in the film during the train robbery scene, Pepito is looting a necklace from a dead soldier. El Santo warns Pepito he must have respect for the dead, and fires a shot into the ground to scare Pepito away from the body. When the bullet impacts the ground, the "dead" soldier flinches and blinks.
At 1:21 Nino is re-loading the magazine racks of the Golden Machine Gun. However, the firearm cartridges he is loading are blanks. The cartridges do not include a bullet. A blank is a firearm cartridge that, when fired, does not shoot a projectile like a bullet, but generates a muzzle flash and an explosive sound like a normal gunshot would.