If you leave the scene of a shhoting for any other reason than for your own safety and go anywhere that is not a police station you can gaurantee yourself a murder charge. There are many documented cases of people doing just this and the lucky got to plea down to Manslaughter. If nothing else you have just ensured that you will land in court either criminal or civil and will rack up a mountain of lawyer fees. In short only an idiot would leave the scene of a justifiable shooting as flleing implies guilt.
I suggest you pick up a copy of Massad Ayoob's book In the Gravest Extreme. It goes over all these scenarios and should be considered required reading for anyone who beleives they may have to use a gun in defense of their life.