Your neighbor watches too much CNN.
Mythbusters did a segment related to this topic. They were testing whether you can swim underwater to shield yourself from gunfire.
What they found was that pistol and shotgun ammunition was able to penetrate several feet, so the swimmer was not protected.
All supersonic rifle ammunition, up to and including .50-cal, exploded on the surface and broke into tiny pieces.
Adam Savage did a follow-up in his podcast.
He revealed that subsequent to the above episode, he learned that high-velocity ammunition is designed to "mechanically couple" with fleshy targets upon impact and immediately fragment to take as much flesh as possible with it as it exits.
We saw this during the Kyle Rittenhouse trial when he shot Gaige Grosskreutz, vaporizing Grosskeutz's bicep.
Tell your neighbor it's impossible to match bullet fragments to any rifle.
That test was badly flawed and inaccurate. The shots were through a screen at a range of 5 feet. That is before the bullet goes to sleep, typically around 100 yards. Shoot a tree at ten feet, it stays in the tree... shoot the tree at 100 yards and it more easily drills right through after it stabilizes.
The NRA put out a book detailing some interesting WWII studies. They wanted to know how deep a pilot had to dive to avoid strafing fighters. They suspended the standard 7/8 pine boards at various depths in the water and shot them from heights.
The bullets did not explode but penetrated deep. They test revealed that if a man could get 3 feet under, he would be safe because an attacking plane would never be shooting from more than a 45% angle so with the angle, he would have at least 5 feet of water protecting him.
Very cool US Army test that the NRA was involved in.