Really? Cause I seem to remember Rick shooting her right in the face, did you miss that episode? Anyways, the Governor could be dead but it's also very possible he's not.
It's also possible she did not have the nerve to actually kill him so she shot next to his head, if they did not show the death on screen then it didn't happen, we have seen this happen before.
Sideshow has come along way from their Indy offerings, I really think they've stepped up the 1/6 game and can't wait to see this one released, I just hope he has a decent muscle body in case you want to pose him without the jacket.