âIt was a chaotic sceneâ: Eyewitness catches chaos on camera after gunshot in Gulf Coast casino Jeremy Pellegrin looks back at video he recorded after a gun went off inside Treasure Bay Casino late Friday night. He says he has one thought after reliving the scene: "How much worse this could have been." (Source: wlox) By Mike Lacy | April 3, 2021 at 10:03 PM CDT - Updated April 3 at 10:03 PM BILOXI, Miss. (WLOX) - A relaxing day turned into chaos after a gunshot was heard inside the Treasure Bay Casino late Friday night. People were ducking for cover, frightened and confused. However, an eyewitness described people literally running out of their shoes to find safety, and it was all caught on camera.