Putting aside the merits of response, he's advocating wrong skill. CPR is used when patient is, essentially, dead. No pulse, no breathing
For shootings/trauma, learn to stop bleeding.
Here's how to stop the bleeding in a trauma scenario:
bleedingcontrol.org/resources/how-…
In trauma situation the helpfulness of CPR is very low (some argue not useful at all).
Stop the bleeding by using direct pressure, wound packing, tourniquets
If a patient gets colder, his or her blood doesn't clot as well and so it is harder to stop bleeding. Use blankets, jackets etc