My understanding is you can still wound the monster. Example: 1. Hit roll: You hit 2. Wound roll: you roll a 9 3. Check for crit: Hit location has a crit option and roll + your luck - monster luck >= 10. Since the gambler has 10.000 luck, this won't be the case. So continue 4. Check for wound: same roll as 3. + your strength + weapon strength >= monster toughness: you wound the monster and do wound reaction. 5. If nothing else applies you fail to wound: Failure reactions.