I'm sorry. Bullets only disappear if they hit the human collider, this can be tracked because when the bullet hits, the green bar decreases. Flying creatures are destroyed only by small bullets. It's all mentioned in the tutorial.
I think my main problem was that the player collider and the sprite are completely off (like one inch apart on my screen) so it looks like my bullets aren’t reaching him. And when the flying things get stuck in my face, I have no way of clearing them because they are behind the turret.
I played it again after understanding the mechanics and managed to get a lot further in the game.