Other mistake: When Martin Freeman punches in the numbers on the telephone to call Steve Coogan, the numbers he enters are not shown on the telephone's screen.
Other mistake: Sergeant Fisher is never seen wearing any rank insignia. He therefore appears to be an ordinary PC.
Other mistake: When Sgt. Angel meets Joyce Cooper at the hotel, she is making a crossword puzzle. She said "Fascist" and then read the definition, but that word is not 7 across as she says, but 14 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