In the Flash comic title of the late 80's and 90's, Wally West was the featured "Flash" (makes sense, since at the time, Barry Allen was dead). The "New 52" Flash is Barry Allen once again. Presumably this is the source of the previous poster's "the new guy who is the old guy" comment.
At any rate (a little speedster pun...), in an issue from the 90's series, Wally West was sitting in a movie theater watching a film when, all of a sudden, time just stopped for everyone except him. He has no idea what is happening until he gets up and find a bullet suspended in mid-air that had been touching the back of his head! This is the first example I recall of The Flash's superspeed kicking in on "reflex".
I like to think that the writers of the current Flash series were somehow paying homage to that awesome panel sequence from the 90's. Assuming that this Barry Allen is as fast as the old Wally West (who was previously regarded as the fastest of the Flashes), it is safe to assume that he did indeed instinctively dodge the bullet in issue #3 such that it only grazed him on the way in and/or on the riccochet. Hence, lots of blood. (Even minor head wounds produce lots of blood.)
To answer the very last part of the question, "why didn't the clones check to see if he was really dead," you just need to put yourself in the same position. You just shot someone in the HEAD. That person is now lying on the ground with blood pouring out from his HEAD! Why would you think that person might even possibly still be alive?