Then I clearly don't understand something, because trying to shoot while on a ladder made me shoot either up or down (depending on last direction I moved in)
That's very strange, since it's the last direction you moved in that determines the direction, even diagonally. Here's a quick gif I created showing how I can shoot left and right. Does this not work for you? EDIT: It's not something daft like you've run out of ammo? :)