That's why you have the shutter open on lets say a 2-5 second exposure prior to trigger release in complete darkness. The only delay is the discharge cycle on the flash. Given that the pellet doesn't emerge from the muzzle the same millisecond that the noise starts it may even be that it goes off before the pellet is visible. Flash lag is very small, the shutter lag of a Nikon D3 (which still has one of the shortest lag times) is significantly longer at 37 milliseconds. What we're triggering is the flash, not the camera.
Shutter speed is immaterial when you use lights, all it does is adjusts the exposure of ambient light. The flash is so quick it makes no difference if it's 1/250th or 2 minutes as long as the ambient light does not accumulatively overwhelm the flash. It's a different game altogether to using a natural ambient light source. Even on a point and shoot the flash duration is significantly less than the time the shutter is open for.
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