It looks like he's playing Humans vs Zombies, something we play at my University. The humans wear orange bandannas around their arms and the zombies wear purple ones around their head. The humans shoot the zombies to stun them so they can't tag them to make them zombies. So now, of course, I'm imagining Shaun and Lucy trying to run from a zombified Desmond and Rebecca xD
The modern assassins totally have Nerf battles when they're not working. Shaun would probably always be the first to die, and then he'd complain about it to Desmond while Desmond tries to take out Lucy, who is taking cover behind an overturned table. In my brain, this is totally what happens.