5I

What do you think Wes should have done when O'Shea had the gun at his car window?

Drove away very, very quickly. He was still in the car after all and the car was still running.

Little he could do! He's presumably not trained in high velocity or escape driving techniques...
O'Shea would have shot him or his car tyres out within a split second of his trying to manoeuvre.

I think he was done up like a kipper at this stage and it was too late to do anything. I thought he could have driven off, but don't think he would have escaped as he was trying a three point turn at this point (or at least I seem to remember he was).

Stomped on the accelerator and gotten the heck out of there

Too hard to back out and get going with a gun pointed at your head.