Don’t die. Seriously. Don’t die. I have never been shot, but in the training I took I was taught some of the things people think who have been shot.
Some people think that just because they are shot, they are supposed to die. They give up the fight, and then they wait to die. Just because you are shot does not necessarily mean you will die. If you are in the military or a police officer, you stay in the fight. Someone may try to finish you off. Don’t let them. If you are shot, and you know you are shot, that means you are still alive. If you are still alive you are still in the fight. Take cover, move if you must to a safer position, and prepare to return fire.
We trained at the firing range shooting strong hand and weak hand, in case our strong hand was disabled. We trained reloading and clearing jams with our weak hands. We fired in complete darkness, in the cold, in the heat, with and without ear protection (guns are loud).
The point is, you prepare for these types of scenarios before they happen. If or when you are ever in that situation, you have been there before, and you will be better prepared to overcome it.