Direct pressure is definitely the way to go. Anyone in the military is going to endorse the tourniquet because the whole point of combat medicine is to get good guys back into the fight as fast as possible. While bullets are flying, you can't have a few guys surrounding a patient giving direct pressure and elevating limbs in the open. It's much better to have a guy throw a tourniquet on himself or have a buddy assist, and have one or two guns out of the fight for <30 seconds or so. Personally, if it was ME somehow injured at the range, I'd throw a tourniquet on myself. I'm less than 30 minutes from a good medical facility here, so I'm definitely below the 6 hour amount of time where I'd start to risk losing a limb.
If you are at the range and within 30 minutes of advanced care, why forgo direct pressure and move immediately to a tourniquet? Direct pressure is frequently effective, you don't have to worry about "bullets flying" or getting back into the fight.....and the 6 hour limit for tourniquet is not some magic number...cellular damage due to tissue ischemia (lack of oxygen) starts almost immediately on application of the tourniquet. Why risk it?
That type of thinking is why "cookbook" medicine can be problematic to teach....it removes some of the critical thinking behind the process of weighing the risks versus the benefits of treatment options. I'm not saying a tourniquet would never be the right answer in the situation of a GSW or traumatic amputation in the urban setting where medical care is close at hand, it just wouldn't be my first choice.
Oh, and my car kit has IVs, bulky dressings, SAM splints, CAT, and hemostatic agents....and gloves.....used to carry meds but got expensive replacing them. And I have been first at many scenes, and yes I start treatment. I also have an extensive background in emergency medicine and carry a million dollars in malpractice insurance....When EMS shows up, I can usually get them to replace my stuff, especially the IV fluids, tubing, and IV catheters.