A larger bullet doesn't guarantee anything. A .45 calibre FMJ doesn't do anything a 9mm FMJ won't do. Neither does a .45 calibre HP. Then there's the simple physics of the whole thing.
"...the bullets were cold..." That means nothing. However, some powders are temperature sensitive.
"...the key factor is penetration..." Nope. It's penetrating enough and hitting a vital organ. A through and through penetrates but doesn't do much other than cause pain. If the bullet merely clips a vital organ or blood vessel, you have a different result.
"...rather not get shot with a hollow point..." You think a cast bullet would be better? Cast bullets tend to do far more damage than any jacketed bullet. Cast bullets tend to disintegrate, after expanding to basically flat upon impact with hard things.
"...store a gun in your vehicle..." That's an invitation to becoming the victim of a crime.