I'm going to go against the grain of what a lot of people probably will have to say. But this is a topic that's worth it. I've got a lot more experience with this stuff than a lot of people, and less experience than a lot more people. But I have actually treated a GSW, so I've got that going for me. After doing it live and training in it extensively, here are the conclusions I've come to.
You can get shot or punctured in three places....Extremities, your trunk and the tweener spots like armpits and groin. They'll need to be treated differently.
Extremities
Tourniquets are the answer. I carry two. The last two times we've had to apply them we've used two. Especially on the upper leg, one might not work. I like SofT but they're bulkier than a CAT and I use CATs where space is a concern. Get a tourniquet you can apply to yourself with one hand. For that reason I don't like the rubber band type models. If you've got kids around a lot the rubber band models can be very good as they'll compress smaller limbs. Get an extra and learn to use it. They'll wear out from practice, so have a designated tourniquet for that.
This might make people mad, but ignore anyone who says that they're gonna use a belt as a tourniquet. 1-It won't work effectively on a real bleed. 2-It's gonna be waaaay too slow to get into action and will nearly always necessitate "cutting a stick" or some other such nonsense. If you need a tourniquet you need it right now, not after you go cut a stick.
Tourniquets are cheap, relative to what they offer. Just buy one and try to hide your eye rolls at guys who swear they'll figure it out when the time comes.
Trunk
You can't tourniquet your trunk and you can't stuff enough gauze into it to stop the bleeding, and you don't want to stuff your trunk full of gauze anyway. You can cover the wound to keep air out of the chest cavity. Do that. A chest seal takes up hardly any room at all. This is one thing that can be improvised, but only if something to be improvised is handy. Your chest is airtight right now, just keep it that way.
Tweeners
Armpits and groins can't be tourniqueted, at least with conventional stuff. But you can pack the wound to help stop the bleeding. Vacuum sealed gauze weighs nothing and takes up nearly no space at all. Grab the end of it and start packing it as far into the wound as you can and keep stuffing it in there until nothing else will fit. Then compress it as tight as you can.
Tampons only work for crevices appropriate to their size. They're not suitable for a LOT of wounds. Especially when you consider how cheap and easy it is to use vacuum sealed gauze that's actually made for the purpose of packing wounds and isn't any more expensive or complicated. On a gunshot wound it's rarely as simple as just plugging a hole.
Every professional I've asked has said that the QuikClot impregnated stuff isn't substantially more effective. EVERY single one has just said to bring a lot of gauze and pack it deep and tight.
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A tourniquet, gauze (vacuum sealed) and chest seal can be easily kept on a belt.
If we're in the field I have a legitimate kit with us and everyone in the family knows how to apply a tourniquet.
What blue said.
