Acting on duty and moral consequences in ethics

I have two thoughts regarding your narrative about duty. The first is that I see your point with respect to people having different ideas about what their duty might be towards others. Holly and yourself are described as having different ideas about what her duty towards Chelsea should be. That's a valid point – if we are to use a deontological framework then that assumes that we all have roughly the same framework with which we're working. The roots of deontological ethics derive from a European culture that was fairly homogenous and from a time when a lot of the ethical framework was religious in nature. In the modern world, in a county where there are so many cultures, there cannot be the same high level of agreement about the underlying deontological ethics of many situations in everyday life.
The second point I would add is that even if yourself and Holly both completely agreed on what her duty was, there is also the issue of carrying out one's duty. Clearly in this situation Holly did not execute the duty she thought she had well. As you said, it's not her duty to spread rumors or anything unsubstantiated. She might have a duty to inform her friend if the boyfriend is cheating, but until that cheating is proven Holly is not in a position where her duty is activated – she only has a duty if she knows that the cheating is happening, but does not have a duty if she merely suspects it. The question about acting out of a sense of duty being right or wrong leaves out an important part – what action? Because as your anecdote describes, the action itself matters in making that judgement.
Your anecdote raises an interesting point about duty. In this case, the sentry's duty is defined by superiors. Those superiors made the rules with a number of factors in mind, and the sentry is expected to uphold those rules. So you raise the issue of where the duty arises from. In this case, the sentry may not have all the information necessary to question the merits of the duty, but there are definitely situations that can arise where one might know that the law does more harm than good. This issue arises in many areas of life, be it with civil disobedience, drug laws or whatever. If the sense of duty arises from a rule or a law, it is probably unreasonable to assume that all rules and all laws are created with pure intentions, full understanding of the consequences, and even-handed balancing of costs and consequences. There are more glaring examples you can use to make this point – acting on duty is not inherently good or bad because there are many situations where acting out of a sense of duty specifically asks that you do not evaluate good and bad. There is almost a built-in assumption that the person following the duty is incapable of evaluating consequences, and thus someone else figures out the consequences and creates the duty for the person – that will inevitably create situations where acting out of duty is the wrong thing to do.
You describe the classic dilemma between deontological ethics and utilitarianism, but I'd like to add one point to that discussion. In utilitarianism, one can only guess or estimate at the outcomes. You don't actually know. Deontological ethics is different, because at least in theory you know what the duty is. The intruder scenario played itself out in a prominent court case in Canada this past week. The shooting of Colten Boushie highlights the contrast between the duty of the farmer to protect his home and family, versus a variety of greater issues – racism in the justice system, discrimination against minorities, and the debate about what Boushie's intentions were on the man's property. From a pragmatic perspective, acting out of duty is fairly easy to determine what to do. In that position, on that day, how can anybody possibly understand the utilitarian implications of what might happen in the long run? Asking whether acting on duty is right or wrong is interesting because if one doesn't act out of a sense of duty, what are the alternatives. In a situation where a decision must be made quickly and with very little information, is there a viable alternative decision-making heuristic other than duty? You don't always have time to consider all the potential outcomes of an action.