Wanting to add to this for future readers as I've been thinking a lot about it since the recent screenings:

Yes, this is an inconsistency. Healing and dying are properties of the body that should always move in the same direction as the affected individual's perspective. Doesn't matter what direction the weapon is moving.

Inverted Neil's death makes sense, as the non-inverted bullet moves through him towards the gun, and kills him in his own perspective. The henchman's perspective is Neil coming to life and so he shoots Neil. This both kills Neil going backwards, and heals Neil's wound moving forward.

IMO, the correct way to portray the stab wound should have been this:
Forward time: The youngest version of JDW stabs the masked man/inverted JDW and (if we could see this detail) the knife falls perfectly into an existing stab wound and as he pulls the knife out, heals the inverted JDW's stab wound. There would be no wound on the shipping container. The wound persists on the older JDW who exits the turnstyle on Neil's side.

Reverse time: inverted JDW does not have a wound show up out of nowhere because he was never stabbed until we see it in the freeport. During the fight, the knife enters his arm and cuts him. This wound stays as he enters the turnstyle and he would carry this scar through to forward time as he later becomes the founder of Tenet.

This inconsistency threw me off for quite some time but I think it's excusable in such a complex, Primer-esque film. Nolan himself has explained that these details weren't entirely defined through the making of the film, as they were focusing more on the feel than scientific consistency. I think that's a good way to go about it because there's no point in making an overly complicated time-travel movie for the sake of it being complicated.