Wax thought he might be a pewterarm, but I'm not so sure. If he could burn pewter and is part Koloss he'd be able to simply toss Marasi over a shoulder and leave. Instead he was dragging her, trying to get her to cooperate with a gun to the head.
Pewter and Gold is the only combination I can think of that could take a headshot. But, since Wax was sure that Wayne would be fine as long as he wasn't shot in the head. It might be that Bloodmakers (Gold Feruchemists) have to consciously tap their gold to heal. When the Lord Ruler was nearly decapitated he was proably still aware enough to heal himself.
There are still seven metals that we don't know the Feruchemical power for: Cadmium, Bendalloy, Electrum, Chromium, Nicrosil,Aluminum, and Duralumin. It's possible that one of those metals allows for some bullet-to-the-head stopping power.
I sort of assumed that pewter mistings would continue to call themselves thugs after the Skaa name for the mistings, while pewter feruchemists would go with pewter arms, pewter bracers on their arms. Probably completely wrong, but inside my head it sounds right.