you don't feel much internal bleeding, the majority of your sensory nerves are on the outside of your body, so he'd fell the shots go into him, but I doubt that he'd feel the hemoraging inside. I know it's true with the brain, you can get something lodged in your brain, you'll feel it go in, but you won't feel it inside, you'll just feel the pain of the entry point.
So I might be wrong with internal hemoraging in the thoracic cavity (sorry gotta practice Anatomy, exams coming up soon) but I would assume that you don't have sensory nerves inside your body.