"Small entry wound, large exit wound"
High velocity projectiles will leave a cone shaped hole in the victim, because the impact shockwaves spreading through the tissue, tearing it apart. A low velocity round, or a high tensile strength tissue might prevent that cone, but a bullet going that slow will generally lodge inside before it passes through a target, particularly through the trunk or the body.
You're never going to have a larger entry wound than exit wound on a thu-and-thu, even if the rounds are sub-sonic, (Which can happen, but usually only with rounds designed to punch through armor.)
Judging from the lack or tearing and spatter, as well as your comments, the tensile strength of his tissue must be several times greater than that of normal organic matter. If he's really that solid, we should see some degree of damage to the harpoon itself, like a blunted point and the hooks bent back.
It's hard to understand how such a well sized treble hook could have left such a small wound, and still gotten all the way trough. The wound is smaller than the cross section of the projectile at every angle.
One could argue that his tissue, while while high in tensile strength is still as elastic and flexible as that of an ordinary person (possibly even more so), allowing it to squish to the sides, allowing a large projectile to pass, but snapping back to leave a much smaller hole. This is akin to what happens when you put a fishhook through your finger, and like in this picture, the only way to get it out, is going to be to push it all the way through.
Fun.
If you ever do decide to work out how the physics of his immortality work, I encourage you to keep in mind the effect that changes in density or composition would have on his mass. Being heavier will make it so that it takes more force to through him around, while being lighter will allow him to survive hits that throw him a considerable distance.
The first one allows him to stop a bus with himself or perform other superhero like tricks, while the other lends itself to him getting thrown by the bus without seriously damaging either.
Also, does his immortality come with super strength, or if something large falls on him is he pinned (as opposed to being crushed or able to push it off of himself)?
Indestructible super-heroes with believable physics is a brand of mental acrobatics I enjoy from time to time, hence this excessive post. It's a tricky problem, and a lot harder to do in a universe without magic.