Bleeding - How to Handle

My group's Hardholder goes down in a spray of gunfire (taking a hit in the upper chest and one in the thigh) and ends up at 9 o'clock ((edit: faulty memory)  she was actually at 10 o'clock) and bleeding.  Her gang manages to get her out of the fight, but they have almost a day's trek pulling her on a sled through the snow to get home and are without their angel.  Nobody there knows anything about healing, beyond put pressure on a bleeding wound.

Her second-in-command is 'That kind of guy' and is making comments about not minding putting his hands on her boob, but is actually trying his best to keep her alive despite his own wounds.  The Hardholder player decides to push the hands off of her despite my warning that the blood begins to ooze out more quickly and takes no action to slow the bleeding. 

I'm interested in knowing what other MC's would have done in response to this situation?  Does she keep bleeding despite the cold?  Do I continue with warnings (tell them the possible consequences and ask) and deal 1 harm at a time until she dies or perhaps is almost dead when the angel reaches her side?

Well 9 o'clock technically shouldn't get worse, then again it won't get better either. In any case if the fiction established that she was bleeding then she's bleeding.

I'd make it clear how fast she's bleeding. Bleeding fast can kill in minutes. Bleeding slow might take days. At some point if not treated I'd add 1-harm to the character.

I think you did it right. You 'told them the possible consequences and asked': that wound will bleed if untreated. They chose to do nothing so you hit with a hard move 'inflict harm'. Her bullheadedness could kill her but not for lack of warning.