Trivia: When Skinner passes the first two murders in his car, the music playing in his car relates to the people being murdered - Romeo and Juliet for the actors, and Fire for the house explosion And at the fair he's saying "splat the rat" referring to Tim Messenger.
Trivia: There are brief cameos at the start of the film by Peter Jackson as Bad Santa, who stabs Nicholas, and Garth Jennings as the Crackhead who holds hostages. Later, Cate Blanchett appears as Janine, who is hidden behind a surgical mask, and from whom Nicholas is estranged. And the film's director, Edgar Wright, is seen as the store employee pushing the cart when Nicholas walks towards the manager's office.
Trivia: Real life police actually praise this movie for one aspect. And that is the realistic depiction of paperwork being done after every event. Most police films and shows never show or talk about the paperwork and cops were glad to see the most annoying part of the job finally get recognition.
Trivia: The arcade machine in the movie has also appeared in the other two films in the "Cornetto Trilogy", which consists of Shawn of the Dead, Hot Fuzz, and The World's End. The same fence joke also appears in all three films with someone trying to jump a fence but crashes through it or knocks it fully down.
Answer: There's no missing scene. He just managed to survive the gunshot. Simple as that. It's a comedy movie that's having some fun with action-film cliches. Character surviving gunshots and explosions that should have killed them fits right in with that theme. (Not to mention, even beyond the movie, it's not uncommon at all for people to survive gunshots like that in real life).
TedStixon