Continuity mistake: When the police are running to the door of Somerfield, Danny is in front. Camera cuts and now Angel is arriving at the trolleys first.
Continuity mistake: When Angel asks his superior why everyone is eating chocolate cake, behind Angel you can see Danny with a literal few crumbs left on the plate. When the Sergeant replies to Angel and Danny looks up smiling, you can see there is now a lot more cake on the plate.
Continuity mistake: The shoplifter at the station constantly changes stance depending on the camera angle; he leans against the wall, then slouches forward.
Continuity mistake: When Michael (the 'yarp' guy) has been knocked out by Angel, Danny appears and gives Angel his notepad. Angel then turns to leave twice.
Continuity mistake: When Martin Blower and Eve Draper get pulled over for speeding by Angel and Danny, Eve's arm alternates between being on the door frame and being by her side at the start of the conversation between Angel and Martin Blower.
Continuity mistake: When Angel, Danny and the Andies are running with the trolleys to the butchers in Somerfield, two others give cover fire and appear in the isle behind Angel and Danny. Camera cuts and they appear again.
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