Some basic items:
A tourniquet, for uncontrolled extremity (arm and leg) bleeding. I like the CAT version.
An N95 mask, or a mask that, at a minimum, will effectively filter dust and other particulates (a particulate respirator).
Combat gauze. This is a trauma dressing impregnated with a hemostatic agent, meaning it will help stop uncontrolled bleeding more effectively than normal gauze.
A chest seal. This is an occlusive dressing used for penetrating chest wounds (also called “sucking chest wounds”). You simply place it over the hole in your chest to treat the resulting open pneumothorax being caused by said hole.