The Shoot skills specifies
Attack: This skill makes physical attacks. You can make them from up to two zones away, unlike with Fight. (Sometimes the range will change with the weapon.)
The Zones chapter specifies
Two to four is probably sufficient, save for really big conflicts. This isn’t a miniatures board game—zones should give a tactile sense of the environment, but at the point where you need something more than a cocktail napkin to lay it out, you’re getting too complicated.
• If you can describe the area as bigger than a house, you can probably divide it into two or more zones—think of a cathedral or a shopping center parking lot.
• If it’s separated by stairs, a ladder, a fence, or a wall, it could be divided zones, like two floors of a house.
• “Above X” and “below X” can be different zones, especially if moving between them takes some doing—think of the airspace around something large, like a blimp.
Using the parking lot exemple, with a horde of zombies running toward Billy the kid with a magnum each side at the opposite of the parking. Does it make sense to shoot at the zombies across the parking? yeah, even tho it bypasses the 2 zones requirements.
But what if the parking is crazy humongous (like one of those huge shopping centers)? How far is "too far" ?