Great report. A few comments, but based only on reading the rules, I haven't been fortunate enough to play a game yet:
"I think everyone enjoyed the rules...there are some things to think about such as table size and characters vulnerability."
--The table is supposed to be 4' x 3' (not the 72" x 48" it says in the rules)..were you guys playing on a larger table?
--Were you using the Terrifying Death Roll? That is supposed to make characters vulnerable, but (I would hope) not too vulnerable...
"Shooting also doesn't appear to cause any Stress to groups, unlike melee which seemed a little odd."
--It looks like there are at least two ways a target can pick up Stress tokens during shooting:
1. They can Go To Ground, which means they get a bonus D8 saving throw for every extra Stress token they take (but can never have more than 4 Stress Tokens), Page 32 - 33;
2. If the shooter has Muskets, the target automatically takes a Stress token, Page 34 (see the red box labeled "Muskets").
It seems odd to me that Muskets inflict a Stress token, but Rifles do not. But presumably this represents the morale-effect of the loud, muzzle-flashing muskets. And Rifles are already very deadly...