Learning how to stop the bleed and procuring the materials to do so is an inexpensive insurance policy. Especially if you're in an area that is prone to gun violence. You don't need a license or permit to carry these things. You never know when you'll need it or someone around you may need it.
First up is the Tourniquet. There are a few varieties that have been heavily tested. The one in the video is by North American Rescue called the Combat Application Tourniquet (CAT) Gen7.
The second one we trust is called the SOF-T by Tactical Medical Solutions
If there was a penetrating injury to the chest and blood was bubbling out of the wound, that's called a sucking chest wound. We want to minimize the amount of air that enters the chest cavity, specifically the pleural space. Once this occurs, the pressure within the pleural space makes it difficult for the lung to expand. North American Rescue also sells chest seals in packs of two.
There are also areas on the body where a tourniquet or a chest seal may not apply. These are called junctional wounds. The base of the neck, the armpits, the groin. We use hemostatic gauze and a lot of pressure the stop the bleeding in these areas.
Other tools to keep in your go bag are gauze, nitrile gloves, and trauma sheers.