This is all correct. To clarify, Hemorrhaging Blast's 10 charges increase the damage dealt from all your bleed effects (which includes Shrap Bomb, Headshot, and the internal damage dealt by Wounding Shots as well). This is not a bug.
Wounding Shot's damage is likewise increased by Cold Blooded when the target is at low life. Hope this helps!
then you need to reword hemorraging blast instead of bleeds saying the next 10 internal damages. only reason is because wounding shot isnt a bleed