If a bullet hits near you that came from a distance (say a rifle at several hundred yards) you will hear a slap or pop as the bullet hits (hopefully a tree and not you). If it goes past you, sometimes the zing is heard. The boom follows a noticeable few moments later, thus the saying "you won't hear the round that kills you". I guess this could be a true saying if you got hit in the brain and died instantly.
30+ years ago, deer hunting, I experienced the loud, hard pop as a nearby tree caught a bullet from several hundred yards away that came from across the property line and hit near me. Then the boom. Scares the snot out of you! I don't know who shot, or even if they knew I was there. I was wearing lots of orange, so I doubt someone thought I was a deer. After all the yelling I made, I'm sure they knew I was there then!
Strive to live up to the opinion that your dog has of you.