This instructable shows you how to make cheaper homemade blood clot bandages called Chitosan pads. You can use these if you are not allergic to shellfish. To make them you will need Chitosan capsules (a supplement), gauze bandages, cheap vinegar, a freezer, and dry ice. It's a 2 day process.
Commenters below the article also suggested using this recipe:
1 Tablespoon Cayenne, 1 teaspoon cream of tartar
They didn't explain if you needed to do the same thing with vinegar and dry ice as the above recipe, or what.
Possible shellfish allergy problems with Chitosan
Vinegar is bacteriostatic, not bacteriocidal. You'll still need to get real medical attention, but the pad will help you stop bleeding until you can get it.
You can also use pressure to stem bleeding.
I imagine the cayenne pad would hurt like a mother. But if it's that or die of bleeding, then bring on the pain.
If the wound is really deep, shove the pad inside the wound instead of putting it on top of it.
You can also clot up smaller wounds with potato peels, or cobwebs.