She wanted to live.
A minute before Zhan Yahui shot herself, she had only two choices with her.
Either she would meet her end as the Liu family killed her or she would kill herself to end what she started.
Which neither of the choices were she wished for. After spending her life and youth in hatred over a family who didn't deserve any of it, she really, desperately wished to live a life of freedom.
Free from her love for Ouyang Haitao that had bound her ever since she was a child and which made her blind in her thirst to destroy everything and anything that would come her way. She lived her life for his sake and now that her eyes had opened to the grim reality, she realized that she was too late in living her life for her own sake.