At the end we find out DC Webster shot and killed DC shelby. Webster says to Frost "I saved your life" and Frost replies "Did you constable, did you really?" What did Frost mean by that, he said it as though there was a different reason?
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Frost meant that he was well aware that Webster killed the bank robber, not to protect Frost, but to protect himself. He knew that the robber was a liability if he was kept alive, as he would deny killing PC Shelby. Basically, Webster was just waiting for an excuse to kill the robber.
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