>Would the Holocaust have been quite as terrible if every citizen (Jewish included) owned a gun, and it wasn’t just the bad guys backed by the government who were armed?

Maybe, maybe not. The Nazis weren't just "bad guys backed by the government who were armed," they were a political party, which included much of the German populace, who supported its anti-Semitic ideals. It's possible more guns would have ended the Holocaust sooner, but it's also possible they would have just made it more efficient.