User blog comment:EvanDude345rv5/Fairy Tail 334 , BOOM HEADSHOT! WTF ?/@comment-203.215.121.20-20130608022048/@comment-7418318-20130608082115

It's not just that his head was hit. We see blood fountaining from the back of his head, so the shot went in the front and came out the back again. And with that much blood from both the front and back of his head a grazing shot is also out of the question.

Furthermore while people have survived a shot that penetrated all the way through their head on very rare occasions, those were from small bullets with something below 2 cm diameter.

The shot that went through Gray's torso were much bigger so unless some underdeveloped Glare-spawn shot a tiny version of that beam, he has a fist sized hole punched through his head. There's no way "conventional" healing magic would be able to patch that up. And that's not even considering what the brain damage might do to his mind.