This is the kind of thing that happens when the cops use powerful weapons that are only comparatively "non-lethal". I remember one unlucky protester that got hit by a live smoke-grenade. If you don't know, a smoke grenade produces smoke by combining chemicals in an exothermic reaction; it's kinda like burning but not, and all you need to know is that it heats up the canister to several hundred degrees. If you pick one up with a bare hand, it'll give you instant third-degree burns.
Well, what happened to this poor fucker was that the smoke grenade ricocheted off the ground and embedded itself in his leg. I saw the video. Basically, imagine taking a very large knife, heating it in your oven until it's glowing hot, and then stabbing it inches deep into your thigh. So nobody could pull the thing out of him without severely burning themselves (even if you wanted to, you CAN'T do it, because pulling your hand from a hot object is a reflex: you cannot control it), so it just stayed there until it went out. Which resulted in most of his leg being charred and incinerated and BOILED down to the bone, this happening over several minutes while he was conscious, after which of course the leg had to be amputated. I can't even imagine the pain.
Just saying. Protest if you really feel like it, but when the cops start shooting (even if it's only "non-lethal" shit) you RUN.