They can probably use a very limited type of weapon, none of the crazy weapons you can buy nowadays are necessary
> Some people are head of security for large corporations that run into all manner of physical threats, potential kidnappings or literal geopolitical adversaries
I'd assume that in these special cases you'd have highly trained individuals who would hold very expensive licenses instead of... anyone being able to take such a job.
> Some people are former police or some other kind of sheepdog
I'm not sure why you would need a gun
> Some people have crazy exes who might kill them
You definitely don't need a gun