This is at odds with my experience. It's an unusual fight when one PC doesn't drop to 0 health or below. I find fighting in the later Gumshoe games to be fast, deadly and cinematic -- a lot like Savage Worlds in that regard. Can you give an example? I may be doing something different than you, and I'm curious what.
First of all, one of my players is an EMT. When he read the justifications for the non-lethality of gunfire on page 62, he objected rather strenuously. including pointing out that even with 21st century medicine and rapid ambulance response, gun shot victims die over 30% of the time and twice that when the gun shot was intentional. Now imagine it's the 1930s and no ambulance is coming.
After the poor attempt to justify guns being poor at killing people, there actually are good rules for making firearms more appropriate on page 62.
As for myself, I dislike describing hits with deadly weapons as not actually being hits. If you have 12 health and die at -12 you functionally can take 24 points of damage and still live (0 counts). Now with a lot of things that are deadly only doing 1d6+1 (or a few more with modifiers), you can reliably take the best shot possible with a .45 and not even flinch. So you have to narrate it away as "a near miss" or "a graze" when it's actually the best possible hit (roll a 6 to hit and a 6 for damage).
Even in purist mode, if someone threatens you with a gun, you can reliably ignore the immediate danger of being shot and wrestle the gun away from the person. This is a lot like modern action movies where you can always kick the gun out of someone's hand or that simply by changing direction, gun shots will always miss you or only ever do superficial injuries.
I've read a lot of mysteries and while firearms are not the most prevalent in Lovecraft's work, it's pretty much a standard for the genre that guns kill people and pulling them out is a major, major escalation. People stop. They put up their hands. They beg or bargain. They dive.
Occasionally they'll wrestle with the person, but if the gun goes off and hits someone, it's usually a serious part of the plot. Under the normal rules (even purist) someone pulling a gun is no big deal. You can take 2 or 3 bullets without having to worry. And even then you'll be only mildly bruised and scraped.
So we cap health at 4 and make the cost of health beyond 1 costs 2 points except for soldiers, athletes and any occupation where physical conditioning would be part of the occupation. For each point you hit by, you get +1 damage and if firearms take you to negative, you immediately take 6 additional damage and become seriously wounded or dead. Similarly for anything else that we might consider lethal like a knife or a heavy candelabra or a rock you get +1 damage per point you hit by.
The other way we handled it once was to say everyone has 1 health and up to 11 or 14 "avoiding harm" points. When someone hits you, they multiply their damage roll by how many points they hit you by. You can then spend "avoid harm" to reduce the multiplier down to a minimum of 1 times. So if someone pulls a heavy gun and shoots you and hits you by 3, you spend 2 points of "avoid harm" and only take 1d6+1 (which on a 1-5 will make you hurt and on a 6+ will be a serious wound). If someone has no "avoid harm" and they take a 3x shot, they're likely dead or dying. It worked, but it was very swingy like Savage Worlds on gritty mode.