A- how are you B- what?? ... I am dying then you ask, how are you ? A- excuse me , I did mean, where the bullet has hit you B- I think it has passed from my heart A- oh no, it is not possible. If it had hit your heart you couldn't speak and have dead till now B- but I am dying now A- why you think so B- because I am seeing my granddad is hinting me , come on , come on A- ( looks around ) but I don't see anyone here B- hey guy, he has dead A- oh desist the supposition! You will survive B- no, I think I am going there A- please wait, I would call an ambulance now ( he began searching his pockets ) Damn... I have forgotten my phone. have you a phone? B- yes, it is in my left pocket but I don't think it have had any charge A- oh what a bummer! It sounds destiny is supporting the angel of death. Be patient, I am going to call an ambulance. I will come back soon. I just ask you to refuse your granddad's invitation till I get back
People react to severe injury in different ways. Not many people know/believe they are going to die, in my experience. They hold out hope until the last minute, so there aren't many farewell scenes etc in real life. In other words, your character will react in this scene according to their character, not the injury. Also, people dying from sepsis are not usually lucid at the end. My reference for this is when I spent 2 weeks with my daughter in intensive care as she nearly died of sepsis after her appendix and part of her intestine burst. I observed and was often in conversation with other relatives.
Why? I am not asking in order to get an answer, but instead so you consider whether it truly is necessary to explain. Allison MacKenzie walked out of Peyton Place one foggy night in the TV series of the same name, never to be seen or heard from again. Did she die? Did she settle down in another burg with less drama for the rest of her days? Not every question the reader will come up with must be answered.
Why not have the scene as character A leaving the room with a tear in her eye looking down as medics rush in to "Save"character B. We all know what happened without the explanation.
I agree with Cogito and SuperVenom above, if you don't need the scene then don't use it. If you don't need the scene, but need to explain how he did then you can do that through dialogue at another scene. If you need the scene but don't what they would say, then have them say nothing and just look at each other with tears in their eyes as SuperVenom suggested. Actions can say all that needs to be said. But not knowing what they would say means you need to understand your characters better. Get to know your characters more. Once you do that you'll have a better understanding of what they would say.
