Whether the Oni thing is even true (unless there's exclusive stuff that hasn't been posted here, it's only been speculation on what he is), sniper/Manon wouldn't have been able to see any sign of it anyway. Her shot pegged him in the back of the head, and even when she got a side-profile look at him his hair was covering the spot where his scar/stitches are.
Not to say that "shrugging off a sniper shot meant for a vampire" isn't disturbing enough on its own, but still no indication of what he actually is.
The skull is actually pretty tough. It's just no match for the many types of weapons developed over the centuries, and is a sure kill if you can overcome it. If you were going up against a super man, there are obviously much more vulnerable areas of the body that you could try to damage.
...how did sniper girl have sights on the Vampire girl in the first place if that is her perch? There's a building in the way.
She's just in the middle of running away here, not at her original position. Mr.Monster can see the glint from her scope in post #3475455 while on the same street as the vampire.