Yea I also thought using the axe on Irene would be a smarter choice but kind of bad cause that would just be you giving them the impression that they are not worth the bullet. I think the hardest choices were Irene and Shawn/Duck. but that's just my opinion on it. Doug and Carley could go either way I suppose if I were in that situation but would probably pick Carley anyway.
Also with Irene's situation that is just a hard choice either way you go, you would still feel like crap whether you gave her the gun and let her shoot herself or you or someone else did it. If I were in Irene's position I would do it myself unless someone else stepped up to help me. I would have mad respect for anyone willing to do that.