Bond shooting enemy soldiers never bothered me. Shooting police from an allied nation would be unthinkable because they are on the same side. The 'innocent" Russian conscripts might not be in on Orlov's plan but could hardly be expected to read Bond his rights and make sure he got a phone call after arresting him. Same with the Russian police.
As for Zorin's massacre and Sir Roger's disapproval of it I can only say WTH? He's a psycopathic wingnut and that scene showed it perfectly