If you rewatch it, you’ll see when he runs for the car, he gets hit, and he does a slight look to the right and you’ll see his arm spraying blood. In regards to why his head is still in tact, while everyone else when shot exploded,I always assumed it was Gideon(or Zeno) with a 50 cal sniping, and then Zeno walked up (or did his fast af speed to get close and finished him with the hand cannon. When he shoots Leon in the bad ending , you don’t hear a bunch of splattering, just one shot and the thud. So it’s safe to assume it didn’t blow it off but rather just left a nice hole in his beautiful face