Injured rooster and where to keep him in cold weather?
I would be tempted to crate him in a dry draft free place for the first night at least just in case he is still in shock. Returning him to the flock tomorrow morning and monitoring how he is doing.
Not uncommon to peck at the blood. You may want to get some 'Blu-cote' at your local feed mill or farm supply and paint his butt. Be careful - that stuff really stains.