Final answer:
Administer high-flow oxygen to the patient to improve their oxygenation.
Step-by-step explanation:
In this scenario, the patient is conscious but extremely restless, pale, and diaphoretic after being shot. The appropriate action to take is to administer high-flow oxygen to the patient. Oxygen helps to remove carbon monoxide, which can be produced by a gunshot wound. When carbon monoxide binds to red blood cells, it reduces their ability to carry oxygen. Administering oxygen can help to replace carbon monoxide with oxygen on the red blood cells and improve the patient's oxygenation.