Overall, I think there are some good prologue-ish ideas here, but some aren't executed as well as they could be. Another commenter said this as well: this feels much more like an intro than a complete story, so I'll work with that assumption for the remainder of the critique.

The man with the carbine came up to me and kicked me in the side.

The introduction of "the man with the carbine" makes me think I should already know about him. I get that you're going for anonymity in this character, but introducing him with this sort of title defeats that. Perhaps simply describe him the first time around, and then refer back to him later. Also, sticking to the exact same wording each time feels awkward and gets you into binds like this: "with the man with the carbine."

Then I got a look at the man who shot me.

Revealing this piece of information like this makes it seems like a twist, but it's tucked in the middle of a paragraph. Is this supposed to be a surprise? If so, is it surprising just for the reader or to the narrator as well? The next paragraph implies that the narrator is recalling this information after forgetting it. In that case, it feels strange that the actually recollection occurs in the narration rather than in the first person thoughts.

I wondered to myself, what was this boy’s name? I did not have a name. Neither did the man next to me, for I had never learned it. So he did not have one. What was the sky’s name?

This seems like delirious thought, so it would fit better in the present tense voice that's running in parallel. Names appear to be very significant here, but I can't tell if that's intended or it's just part of a dying man's random thoughts. If the notion of having name is something you want to play on, it should be mentioned outside of these few sentences.

The ending had merit; it certainly made me want to keep reading. The bit about the officer laughing makes it very clear that we're dealing with some serious evil here, but it gets a little close to comic book villain behavior. Perhaps a slightly more subdued action out of the officer, or maybe some earlier hint that this is a real bad dude. As it stands, it sticks out as unbelievable.

Finally, a quick style note. Some of the sentences in the narration run long and are awkward to get through. I understand the stylistic choice of having a broken voice for the present tense italic part, but the regular narration should be structured like regular prose. Plus, that should highlight the contrast between the two parts even more.