*high-fives NotThatShort back*
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What would you say about a bad leg wound? (Left thigh, fairly high up on the outside of the leg, not near the artery, clean cut nearly to the bone) Would he lose a lot of blood? What if he had to walk on it, unbound? Is it a likely candidate for infection if he's in an environment with lots of people and dust? It's also very warm and he's got a sunburn and is dehydrated; would that affect it? Would it seal up or keep bleeding?
Before you ask, it's later magically healed, and he was taken prisoner on a forced march.
*The following is based off the assumption that the bone is not damaged*
The only bone in the thigh is the femur and it is surround by thick muscle and fat. Any cut that reaches all the way to the femur is extremely deep. Deep wounds take much longer to heal and are painful, especially in a area that is active.
Is this a puncture wound or a laceration? Puncture wounds are from stabbing, laceration wounds are from slashing or cutting. I can see this person walking after a puncture wound to the bone, but in order for a laceration, such as a sword swipe, to reach the bone it will have to cut through a wide area of muscles to do so...muscles that are needed for walking.
There is a good example of a thigh laceration in The Hunger Games. That injured character was basically immobilized and had to deal with blood loss and infection.
Loss of blood:
The Femoral artery and vein are located in the inner thigh. If these were severed your character is dead in about 2-3 minutes, unconscious in 30 seconds. Even though this is a deep outer thigh wound there will still be a lot blood. Due to being forced to walk the wound will not heal and keep breaking open, so he will bleed while walking. Maybe not gushing blood but there will be some bleeding.
Infection:
Any open wound can become infected. An uncovered wound has higher chance of infection as foreign bodies and bacteria can now enter. In a dusty and dirty environment there is a higher chance of infection. If your character was stabbed did small pieces of the weapon break off inside the wound? Was the weapon dirty? Rusty? These can also cause infection.
Environment:
Moist wounds heal faster and have less chance of infection. Dry wounds do not. Dry skin is not as elastic and will crack, making it easier for infection. Dehydration reduces the supply of oxygen and nutrients to the wound and will have a negative effect on healing, causing slower healing.
Pain:
Punch yourself in the thigh really hard and then walk around for a bit. It hurts with every step. Amplify that pain, make it deeper in the thigh and make it throb all the time. Your character will be limping. Your character will be hurting. Path inclines and declines will be very painful to walk and stairs will become his most hated enemy. Carrying heavy equipment will also be very painful. I would expect swelling to occur in the thigh.
Mental:
This is going to be painful. Each step, and I mean this, each step is going to be agonizing. This is going to hurt all the time and will either make or break your character.
Is he focused to overcome and work through the pain or distracted and defeated by it? Does he see this as a challenge to conquer or as a hindrance and burden? Does he start out defiant against this injury but become worn down and broken by the end? What will he do to ease his pain? What will he seek? What is he willing to sacrifice? Money? Food? Morals? Is death tempting him as a way out?
Everyone has a breaking point, but it is the choices your character makes after reaching that point that will define him. For better or for worse.
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Intriguing, my Dad is a medical student so if I don't know anything about this sort of thing I can just ask him.
Yeah, your father would be the best one to ask for this type of information.

The only medical knowledge I have is from my own injuries, family injuries, reading notes, and google...