He was wearing a vest. The bullet it the top right of the vest, which dislodged fragments that entered his neck, causing the wound that people are seeing. The fragments wreaked havoc on his brain, killing him instantly. They were too small to exit him - hence no exit wound.

The bullet is either imbedded in the vest or managed to poke through with most of its energy absorbed.

For detailed discussion of this analysis, see

https://rumble.com/v6z1asg-defcon-zerq-ep.-009.html