Thinking about it a bit more, Leo saw a man standing over another man, the one on the floor getting shot and then we see petrol being poured over him and set alight. The petrolled guy was wearing Harry's clothes.
In order for Harry to survive, he'd have to have already killed the assassin, swapped clothes and then re-enacted the execution once Leo could see. Unless there were someone else helping him? My guesses would be a rival gang, that British embassy guy having some contacts, or Anna's dad. Considering Harry couldn't stand to get away once he'd been shot, I doubt he could have been the man walking away from the burning body, so I think there'd have to be at least two people helping him - one to help him get away, and another to do the shoot and burn.