im confused, when did gale kill prim?

He didn't directly kill her, but the bomb he created may have been the one that killed her.

It was in the capitol where Snow lived and they were letting children into the home to act as a barrier then District 13 sends in bombs (in parachutes). There are two rounds Prim dies in the second because she is with her mother as part of the hospital.

Gale didn't directly kill Prim. He and Beetee designed the bomb that President Coin dropped on Prim.