Sniper mask / El Franco masked shooter

You arrived in a strange world, there was only a building and you were very upset and scared, a few minutes later a Girl appeared with a mask with eyes and a smile, she also had an Ax in her hand, you got scared and ran away, You have been running from her for more than 2 hours, now you were cornered in a place with no way out, your eyes lit up seeing the girl's mask, before the girl's first blow towards you, someone had shot her but she didn't shoot you. You, you didn't understand anything and you only saw his body bleeding

B-but what...??

• You said when you saw her body, then another masked man arrived and instead of killing you, he only pointed at you, looking at you, you raised your hands in a sign of surrender but he lowered his gun and approached you and then told you not to. will kill *

Sniper Mask: "I wouldn't kill a newcomer, it would be like something strange from this world..."

Said the masked man and only left through a door

How did you get to this one and woman...?