Gunsmith "autowin"

Chance Mafia kills blue is 0.60
Chance the Cop claim was a blue is 0.429
Chance they both happened is 0.252
Chance they both happened and the Cop's blue was not killed is 0.08
Chance the Cop was gunned is 0.143
Chance that the Cop was gunned, and that his blue claim is alive is 0.01

Or 1%.

This is the absolute best outcome on Fancy Pants' gun variant, since there is only one uncleared blue left, Cop shoots and hits mafia, town lynches both blues (they mislynch on Day 1, reducing player count to 4, Mafia kills tonight, 1/3 In the morning, unfortunately they're naked with no counter-claims).

Or, Cop shoots the last uncleared blue, therefore the Mafia are the other two (automatic win).

Other possibility, Mafia counter-claims cop, thinking it is unlikely they are gunned (automatic loss, Cop just shoots the counter).

Last possibility, Mafia counter-claims Gunsmith, Chances of automatic win have been lost, if Cop shoots correctly the game has now been won, if they shoot incorrectly on either of the 1/2 Chances, they still have another chance.

Therefore the chance that town will lynch incorrectly twice in a row is 0.25, which is the chance that Mafia has to win.

Bringing the total chance that both this exact scenario could happen and that the Mafia could win it to 0.2%

Factoring in that the Gunsmith could only be chosen in 1/4 Cases, the chance is 0.05%