It could be a jealous rival detective who wants to get rid of Sherlock to gain more fame in the detective world.
Maybe it's an agent of a criminal organization that Sherlock has been investigating. They see him as a major threat and decide to take him out by shooting him. For example, if he's getting too close to uncovering their illegal drug trade operations.
It could be a dark wizard who has a vendetta against Fairy Tail. Maybe someone who Natsu defeated in the past and is now seeking revenge.
It could be a new villain who has a vendetta against Tony. Maybe this villain has some past connection to Tony that we don't know about yet, and they finally take their chance to harm him by shooting him.
It could be a former criminal that McGee helped put away. They might have escaped from prison and are seeking revenge on him for ruining their life.
There's also a possibility that it's someone who has a wrong idea about Conan. For example, a person who thinks Conan is involved in some sort of conspiracy against them or their family. This misunderstanding could lead them to shoot Conan in a moment of rage or fear, without really knowing who Conan truly is and what he stands for.
There's also a possibility that it's an agent of a secret organization. This organization might be aiming to disrupt the hero society, and they see Bakugou as a key figure to target. So they send one of their best shooters to take him down.
It could be a new villain, someone who has a personal vendetta against Peter Parker. Maybe a criminal whose operations Spider - Man has disrupted one too many times.
Maybe it's a rival agent who is jealous of Booth's success and popularity within the agency. They might see shooting Booth as a way to get ahead in their career or gain more power within the organization.
It could be Nathan Prescott. He has a history of being unstable and involved in some dark things in the game. Maybe he has finally snapped completely and decides to target Max for some reason, perhaps because he feels she's getting in the way of his family's plans or because he blames her for his own problems. Another possibility is that it could be someone from the other side of the Arcadia Bay conflict, like a person who doesn't want the lighthouse to be saved and sees Max as the main obstacle to their plans.
Perhaps a mysterious stranger who has some unknown vendetta against the Heartland family. This person could have been lurking around the ranch for a while, waiting for the perfect opportunity to strike. Or it could be someone within the community who has a hidden agenda and sees Amy as an obstacle to their plans.
It could be that Sherlock gets shot in a setup. Someone lures him into a trap and shoots him. His survival might then depend on his knowledge of forensics and medicine. He could use the items around him at the scene of the shooting to treat his wound temporarily while waiting for help. This event might also cause a rift in his relationship with Mycroft, who might have been involved in the case in some way without Sherlock's knowledge.