You can shoot the Wendigo when you take control after the last cutscene. Then feel free to reload the last checkpoint so as to not void this achievement:
The Firearms Registry achievement in KONA worth 250 pointsComplete the game without firing any firearms shot.
FYI: The hatchet works wonders on the ghost dogs at the end, takes them out with two hits.
Also FYI: When I tried this the first time, my gun would not fire. I reloaded the game after the last scene, reloaded an earlier checkpoint, made sure the gun fired (I'd finished the no-gun by then), then went to the end and shot the Wendigo. Achievement unlocked!
Hope this helps!