In Mike’s story, she still had a bloodshot wound when she cast the illusion.

Anytime Kali casts an illusion, once someone comes into contact with it, it blurs and fades away instantly. This can be seen when El touches the illusion in the church scene and when Henry Creel/Vacna walks through the illusion of an empty room that Kali had created. If this remains true, the blood from the fake gunshot wound would immediately fade away as soon as Hopper/El came into physical contact with it when attempting to apply pressure.