This is apparently the first of the Sherlock Holmes stories, so we get the ur-text for Watson's injury, being that he was shot in the shoulder (grazing the subclavian artery) at the battle of Maiwand in Afghanistan (near Kandahar) in 1880 by a jezail bullet. Doyle capitalizes "Jezail", but, as I'm sure you know, a jezail gun is any kind of homemade gun, so a bullet wouldn't be that specific.
