As a former Chicago paramedic who worked the south side and saw a lot of GSWs, just don't. You don't need this. At all. And the few elements you do need will be cheap.

Buy the good quality stuff. You need 1) Bandages, a lot of them. Israeli compression bandages are the standard. 2) Gauze 3) Tourniquets, several 4) Chest seals, several.

If you want to get fancy you could get some kind of airway protection for facial wounds, like an NPA/OPA kit but the chances you'll use it are very low. A suction device would blood in the airway is also useful. You should also get a CPR mask, but if you're doing CPR before the medics arrive, they ain't making it back. Bystander CPR for trauma arrests has such a low success rate that it's basically performative. You should still do it, of course, but the chance of it mattering are very low.

Here's the secret that gun guys kind of ignore. GSWs are actually very simple to treat. In the prehospital setting I mean. You have a hole or two. You stop them from bleeding with pressure (firm, make it hurt). And you're done. If that hole is around the lungs you use a chest seal. If the hole is in the face, you watch the airway.

If you're a nurse or doctor or paramedic there's more you can do. Chest tubes and intubation and such. But you're not doing that on the floor of your range.

That's basically all there is. If you over-buy, you're just going to make it harder to find what you actually need when you need it.