This doesn't work:
'Else' doesn't work after a triggered event (one with a green arrow, like 'on mouse button clicked'). Since triggered events fire when an event happens, such as when a button is clicked, and can happen at any point in time, what would 'else' after that mean? Trigger at all points in time that event is not happening? It wouldn't make sense, so that's why 'else' doesn't work where you put it.
If the other conditions were subevents to the trigger, it could work - 'else' can follow the non-trigger subevents.
This one should work: if you left click or double click and you are out of ammo, play a sound. Are you sure it didn't work? Maybe post a .cap of this one. How many 'bulletcount' objects do you have? You should only have one, or the event picking will keep individual counts for each object.
Subevents are only tested if the parent event conditions were met - so you've made this one a logical impossibility. First check if 'Frame Number' is greater than 1, and if it is, then check if it is equal to 1, which it can't possibly be