It certainly sounded like it hurt! He could move the arm and run though, so I think I'll say that the bullet went through and chipped the bone on it's way out, rather than, like, shattering the thing. If that'd happened, he'd be a lot more incapacitated than he was.

Deffo blood - canon had it all running down his hand and that means it must have saturated the clothes underneath in the space of about five minutes. That reminds me, I should look up the effects of a GSW from a sniper rifle. *goes to do*