Cone not going anywhere could be explained by a roleblocker.
This would prevent Cone from leaving his house.
It would also explain why Cone has never been targeted despite having dropped a huge hint on day 1.
The mafia don't have to worry about Cone because they can get around him.
The kill last night was likely due to a ninja who can't be seen. Usually ninja is a one-shot mafia action that's used in order to prevent trackers or watchers from seeing them.
Cone's claim still bothers me because it doesn't make sense for the doctor to exist with the bodyguard. But I digress. There are other ways of confirming his story besides shooting him in the face.
As for other players, we still don't have any information from these guys:
Outlaw (semi-vanilla?)
Hylian (?)
Noname (?)
Khan (?)
I say we shoot one of these people
Essay Pro