Every situation is different and, IMHO, the FATE system provides (intentionally) many ways to approach this sort of scenario.
Take Kincaid with the gun to Harry's head. I take that to be a social challenge actually. Intimidation, with the weapon in this case adding it's rating to the social stress dealt. "Wha?", Harry losses and takes enough stress to take a consequence. Something like "Your Dead". Or "Kincaid's got me Cold". Or, perhaps Kincaid was so good here and Harry rolled so poorly that he actually got Taken Out as part of the social conflict. Or he could have conceded the social conflict to avoid taking those stresses and consequences with the agreement that Kincaid was just going to make a point here and not dish out Harry's skull. All possibilities that work with the situation.
I know, not really the question at hand; but I saw this as a great example of a solid Social Conflict.
NOW, should the trigger be pulled, then I would allow for Kincaid to tag or invoke off of that consequence for the physical action. And, chances are, Kincaid piled up at least one or two other maneuvers (Aimed, Flanked, Point Blank) during those moments. Also, in this case I would actually allow for Kincaid to invoke the consequence to allow him to bypass Harry's Magical Coat. He would also, as mentioned, send Harry's defense here to Mediocre as he slipped up and got the drop on Harry.
It also really matters if you are doing this against a mook/goon/henchman or against a named NPC or player. As mentioned many times before in other threads, the minion types will probably just go to taken out, do not pass Go. I did this for expediency in my game when my stealth heavy players started stalking and taking out some guards outside a building. There was enough of a gap in their power level there that as long as she kept making her stealth rolls, she was taking out the guards as I had them concede. Until she tried it on the Red Court Vamp that is. Loved the look on her face when I told her that one didn't concede. LOL
As for someone tied up, bound and completely helpless. It's the GMs call of the situation; but most of the time an execution is an execution and the target should simply concede unless there are extraordinary circumstances. The captive is actually an ancient dragon in disguise, or whatever.