I am so sorry! Please be careful with the heat lamp...it could burn him. I am sorry if you mentioned this before...but is he in the house? You could also clean the wound with peroxide....
I am new to this and have no first hand experience of how to help but I think the suggestions of what you would do for a burn victim - which is also basically skin loss down to muscle in many cases is a really good suggestion to try. I hope he gets better!
I'd use it straight...makes sure no infection will set in....or iodine....oh! or betadine....we used that for our dog....if you were closer, I'd bring you some of that! I've got a full bottle....its good and has a numbing effect....
Okay, I can get silvadene creme and betadine tomorrow. I might have some betadine in the barn. Aspirin I got. He's in shock right now and I don't want to move him around tonight.