Blu-kote and similar products will not stop infections. He needs to have that wound thoroughly cleaned with betadine and dressed with honey or antibiotic ointment—hopefully it’s not too late and the bone hasn’t become infected.
I’ve seen many one-legged pigeons but as said, that is from a constriction wound with no blood loss and very little chance for infection. A rat bite is another story.
I don’t really understand how you can’t find the wound? His entire leg is ripped off, no? Can you trim feathers back?