Does “Do the least harm” just not apply in some situations?

I think its a fundamentally false choice. People get bound up in the moral weight of their vote, when they spend an hour or two making the decision every 2-4 years. Then they spend 2080 man hrs+ / year working for an employer and god knows how many hours engaging in consumerist behaviors which plays a drastically more meaningful impact on the political and social economy of their neighborhood than the weight of their votes.

A Harris guy working for Raytheon has more blood on their hands than a thousand Trump voters who work construction or do email jobs. A postal worker doing the yeoman's work of processing all those mail-in ballots has more consequence to their community than a dozen canvassers trying to GOTV. A gym teacher making off-color jokes about LGBTQ students in the locker room is going to weigh heavier on civil rights than a hundred ACT BLUE donators.

If I travel to the edge of the middle east and someone wants to kill me

After all the bombings and killings we've done in the Middle East, you're less likely to be murdered by an angry local dissident than to die of cholera or dysentery because the place you landed has no access to safe drinking water.

it feels like l’m being told to shoot an innocent or maybe get shot myself.

You're being told to feel complicit in a system that's totally outside your control, while being hoodwinked into participating in systems within your control without thinking about what you're really doing.

Abstaining from voting makes you somewhat complicit in whoever wins. You have the ability to affect the outcome with whatever choice you make (Harris, Trump, neither). If you choose neither, it is partially your fault the winner won as you could have voted against them.

It can be boiled down to a classic trolley problem. A greater harm the trolley is hurling towards, a lesser harm you could divert the trolley to. You can choose inaction and let the greater harm happen or you can choose action and cause the lesser harm. Most people think the lesser harm, even if they enact it, is better. But it's a classic morality problem for a reason. Some people view the action to cause the lesser harm as less moral even if it prevents the greater harm.