1) Why sheriff rescued PJ at the rooftop?
because he wanted PJ to continue "his game", not being blown by some lowlife figure. This shows how strongly he wanted him alive, even though fear of heights.

Remember some theories, that at first seasons "Red John" didn't like Patrick, but in time, he realized that PJ is what makes his life fullfiled and started to like him? That is the change what we see in T. McAllister.

2)The shotgun shot in PJ house?
What I think happened: (we don't see it, just hear the shot) There is a dialogue there, where PJ realizes that McAllister is a red john, T.M makes a move or distorition of some sort, Patrick shots but misses (since he is a lousy gun shooter as we know it), the bomb goes off. T.M pulls the strings so everyone thinks he is the third victim. But PJ knows and Gale knows the truth. Now it's Patricks Final mind game to lure him out and catch him. He knows Bertram isn't RJ, but suspects he murdered his wife and daughter.

The conlusion:
T. McAllister is Red John.
Gale killed PJ wife and daughter.

I'm all ears to your arguments.