What? It's all completely plausible right now thanks to Dexter's manipulations. Everyone already suspects that she was trying to frame him, so Debra showing up and finding her killing whatshisface to cover her tracks, leaving Debra having to defender herself as LaGuerta turns the gun on her is pretty reasonable.
At least as far as that scene goes.
As for LaGuerta's investigations, she was clearly doing it all off the books. Sure, there might be some stuff left at her home, but a lot of it is already tainted by the faked evidence of her trying to frame Dexter. Plus we already know that most of the homicide department is lazy and likes to shuffle things away as quickly as possible, especially once they have an idea in their head already, so even that's not really that big of a hurdle.