That's pretty common in leg injuries, especially above the knee, where the femoral artery is. It passes a massive volume of blood, a cut femoral can bleed you out in seconds. We had an officer here (not in my department, and after I left the department anyway) who shot himself in the thigh. A week later they took his leg. They never could get the femoral to stop leaking.
Like I said, my thoughts and prayers to him. It's a tough spot to be in.