Why has he -- or she, a trifle androgynous --- been shot ?
Pretty sure it's a reference to where you find Leonie (who is a girl) in the Black Eagles house/Scarlet Blaze route in Three Hopes.
Late in the route, you have to stop a riot that is spreading throughout an area of the Eagles' home empire. Leonie is there to try and put an end to the riot herself. Later in the stage, she says that she got hit with a weapon coated in poison. You need her mentor, Jeralt, and a strategy to recruit into your group to lead her to safety; before she dies from the poison.