We know how she disposed of the gun.
but how did she do it considering she was seen somewhere else at the time of te murders (a store if I remember correctly)
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I don't recall if they said. Perhaps they didn't reveal that in order to support the story line that Alice was a criminal genius; they had to let her go since they had no evidence and could not break her alibi.
If Luther ever explained how he thought she was able to do it I must have missed it.
As Alice explains she doesn't need to prove that she's innocent, she only needs for there to be not enough evidence for her to be convicted. She might have shot her parents, disposed of the gun in the dog and then gone to the shops. And even without that a lack of alibi is not enough to prove that a person is guilty.
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