TD:
Not only does Marla magically wake up with all her faculties intact, she suddenly has the superhuman strength to knock the back window out of the car and escape without so much as a hangover.
HappyDad:
She was shot, but they did not show that she died.
Yes, she died at the end. It's called dramatic irony. She (an anti-hero) 'defeats' the powerful big bad villain against all odds but gets her comeuppance from the 'little guy' (probably not an unintended metaphorical comparison to Dinklage's character) that she dismissed at the beginning of the film.