On the train, just poke your head around the corner far enough to pick off the guy holding your friend. BOOM! Headshot! Then the fence drops, Natalya and Trevelyan escape, and you run in and rescue your chum.
Most of that game is made ridiculously easy by the fact that enemies can't see through most fences or guard rails. For the most part, using a pistol to pop headshots from hiding won't alert guards unless you miss or they see another guard fall. In the Caverns, you have 2 guards about a meter apart, shoot the one who's slightly behind the other and the remaining guard is completely oblivious.
Same deal in Control, try to get behind a guard rail and watch her shots ricochet off of empty space between the bars. A few headshots, then you can continue. But I think it's Trevelyan that you fight there, not her.