I really don't understand why I'm not allowed to shoot left and right on the ladders. Most of the time it just leaves me completely defenseless for no reason at all.
I'm not sure what you mean, could you go into a bit more detail? It's possible to shoot left or right (and up and down) on the ladders, although pressing left or right for too long will mean you probably walk off the ladder.
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? :)