If any enemy is not alerted, they will not be alerted by you shooting or even killing other enemies within their visual/audio range. Although, if you shoot an enemy but fail to kill them that round, they will alert all enemies map wide the next round. But, as long as you kill every enemy you shoot at in one round, and don’t get within visual range you can massacre them in front of each other all you want without alerting anyone. This has been mentioned before in ancient missions, but it applies much more broadly if your whole squad has 100% stealth.
Of course, if you do alert them, then suddenly all enemies permanently have perfect detection on you and can snipe you from across the map (unlike synedrion enemies who we need to be close to to hear and VERY close to to see) even when you are still showing the undetected icon.