From context throughout the movie it's implied that she's part of the "Skinhead" crowd. The movie seems to make vague delineations between the extended set of characters in that some of them are part of the actual criminal ring led by Patrick Stewart's character, but she seems unrelated to them.
As said in the question, Amber is Emily's friend and is there talking to Emily in the "green room", but then Emily is murdered, and Amber is angry and shocked.
As said throughout the plot, the band is a "punk band" but they don't want to be associated with the "skinhead" crowd, and they intentionally perform a song mocking "skinheads".
Also shown early on is that the bar is owned and attended by the criminal organization, but the patrons seem to be a mix of skinheads, "punk music" listeners, neo nazis, and other people.
So, overall, the whole ordeal is basically that a punk band accidentally books a show at a "White Nationalist"-leaning ("Skinhead"/"Neo Nazi"-related) bar, they decide to mock the crowd, but before they can leave there's an argument and Amber sees her friend Emily get murdered. Amber was there with her friend Emily, and Emily's boyfriend turns out to be related to the owners of the bar who turn out to be "Neo Nazis" running a criminal organization under the bar.
To answer the question(s), it seemed like:
- Amber had had terrible experiences and was affiliated, at least philosophically, with the "White Nationalist" crowd that would regularly attend the bar.
- Amber's friend was murdered in front of her, so she presumably was in psychological shock at the current circumstances.
- Being in shock and having had a life already facing terrible experiences, she was clearly willing to "buckle down" and fight to survive. Not that she had seen this all before, but that she didn't have some kind of a frail, rose-tinted view of the world, and wasn't indignant at the thought of people doing horrible things, or needing to do horrible things to get away from horrible people.
- When she had the gun and Darcy was saying not to shoot at her, they were all outside where neighbors/passersby could possibly hear the gunfire, and Darcy was trying to prevent incrementing the number of murders that they would have to cover-up. Also, presumably, there was nothing showing that Darcy's followers were competent shooters, so if they missed her, her shotgun would likely not miss them (even if she wasn't competent either), and so it's more likely that agitating her would hurt them. As the leader and manipulator, Darcy's plan from the start was to get everyone to agree to calm down and relinquish all weapons, so that when they let their guards down he could then kill them, pay them off, or whatever he thought was best to move past this situation and continue his criminal activities.
- It's shown throughout that Darcy's goal wasn't to kill anybody initially, until things escalated to the point that he couldn't leave witnesses alive and continue his operations. So it doesn't imply that Amber's related to him somehow, just that he was consistently trying to approach the situation in his own perception of logic that would lead to the "best" outcome for him. Injecting some minor realism to the movie, dealing with half a dozen or more murders that all occurred at a single, well-known location, which also harbours a drug manufacturing facility and criminal activities, and is owned by a criminal organization, and all these murders are of people who are all known to be at this same location on this same night ... is all quite the complicated ordeal to just make vanish without any questions. Fewer murders makes life "simpler" for Darcy and his plans.
