Good ol' Lucy.
I listened to about 30 min of the EW TP recap podcast (great & the best of all o' them too)....
they seems to miss this in the recap, sticking with the "joke" about cell phones....I think she is serious.
Lucy knows Mr C is in the office with Truman, and then the real Cooper calls...Lucy patches the call to Truman...she then gets a gun (knowing something isn't right...Very Important Very Important)...she shoots Mr. C & says she understands cell phones...meaning she knows Dale is not in the office and this leather clad bastard is trouble.
I agree. I think that conclusion is obvious.