Theater of the absurd. I think there were actors and extras, and there were people who were just there but didn't seem much more shocked than they would watching a TV show.

I believe that the cameras and sound equipment, the film trucks, the police that would have been needed to cordon off the area so the fake ambulance and vehicle containing guys with guns could zoom in without interfering with actual vehicle and pedestrian traffic. I have no doubt the people there at the time never believed that that amount of weird stuff happening in those few seconds wasn't random.

People watching it on YouTube though perhaps find their shock overwhelming their skepticism. General personal observation: I've noticed that people who've lived through real world horror and violence are far less accepting of fictional portrayals.