One thing that kind of irks me. In the beginning, when I run into the tower, everyone else has gotten themselves untied.
No one offers to untie me. No, I have to run up a flight of stairs, jump through an inn's roof and then halfway around the town to the keep while dodging a dragon with both hands still tied...
As to the gag, I don't believe one can "shout" through a gag as the purpose is to prevent speech. I believe the "shout" is considered a build-up of one's voice power from deep inside oneself and any barrier that close to one's mouth would prevent the shout from working properly.
And possibly blowing his own head off. FUS RO
SPLORTCH!