As a soldier, I'd call it in and await further orders. Likely an effort would be made to capture him alive, or at the least identify where he was heading.
Given the order to take the shot, yeah I would. I can only assume that if I WAS a sniper in any professional army I'd be trained and drilled well enough to be able to do just that. Right now? No idea. I've never shot a person and so haven't the faintest idea what it would feel like. I can't imagine myself in such an unfamiliar situation.
As for him being dead; Meh, good riddance. I would have preferred if they got him alive, but have no quarrels with it ending like it is.