Tony Joh of ThaiFAQ has three videos. They are really one person’s take on the protests, but the video is high quality, he also offers audio commentary and on-screen text explanation over what transpired over a period of time. The first video shows things starting off peacefully, well at least post-tear gas, and then he states there was one shot from one side. Then after that from the direction of where the soldiers are things are fired in the direction of the protesters (Tony speculates the troops were firing into the air), but you can see at around the 3:49 mark the explosion on the government side (see the paragraph below for video from the side of the soldiers). The whole situation unravels after that.

The second video is a continuation of the timeline. He is suffering the effects of tear gas and offers commentary of what he sees.That tourist you see just wandering around in the middle, well….

This video (at the 39 second mark) shows some kind of firefight and then some kind of explosive device (M79 grenade?) landing in the middle of a group of soldiers then soldiers retreating. France24 also have some interesting video seemingly of the explosive attack (their cameraman was literally right there) and then it shows later the soldiers firing back directly at the protesters.

Then there is this video. At the 15 second stage a red shirt (the colors of the video at night distort it to make it almost pinkish) is shot in the head and falls to the ground. It gets fairly gruesome and GRAPHIC after that.

UPDATE: Have kept link, but that video was likely deleted by YouTube as it violated the Terms of Service. The video has been uploaded to a new site here. Some WARNING APPLIES.

Another video where you can see some guys dressed in dark clothing (red guards? or the third hand Panitan was referring too?) in the distance. At least one has an automatic gun and fires (based on other video of the area from earlier) in the direction of the soldiers.