Actually he does want stricter gun control. He said it himself in a Rachel Maddow interview. And if his film was about blaming the media for promoting racial stereotypes, that interview with Heston doesn't make any goddamn sense then. It actually detours from that message and confuses us all.
In the documentary he argues that the blame is on the media and the fear culture. If you remember the documentary when he went to Canada, he talked about his amazement that many of the Canadian he talked with left the front doors open. And when he talked with Heston, he asked him why the US has a higher murder rate than Canada even though guns are available in both countries. This was where Heston alluded to Canada being more racially-homogeneous, a point which Moore focused on and kept bringing up until Heston got pissed showed Moore the door.
But I haven't seen that Maddow interview so if he said it, then I stand corrected.
I don't know if it's in the right direction. His solutions are very radical left. I'm not a right wing or a left wing guy; I'm a Centrist (left leaning) and even I find MM's solutions very radical and borderline unrealistic. If you watch Capitalism: A Love Story for example, he concludes in the end that FDR's dream of second Bill of Rights never came true, when in reality, A LOT of his propositions in the 2nd Bill of Rights are taking place today in U.S.
I don't know about "very radical left". Is being against the Iraq war a radical left position?
On healthcare, he's for a single-payer system but earlier this year he said in an interview with Bill Maher that he'd be satisfied with a public option. I don't think that is a radical left position.
As for Capitalism I haven't seen it but from what I've heard you're right, his "solution" was very leftist. Like I said I don't agree fully with him but I do share many of his views such as advocating more accountability for the bank and more financial regulation specially with regards to derivatives, bets, and CDSs (whatever the fuck they are).