If asked to take my gun to my vehicle, I will politely say "I'm sorry, but I can't do that." If further questioned why, I will inform the manager that obviously at least one person has seen my gun (whoever complained) and that others may see it as well. If they see me leave with my gun and come back without it, they will know it is in my vehicle. I don't know the criminal background of every patron, and can't be sure that one might not break into my vehicle to take my gun. The last thing we need is more illegal guns on the street.
After that, the only options are for the manager to drop it completely, or to ask me to leave. But I will NOT take my gun back to the car.
You can explain all you want, but the person in charge of the property that you are at has to make a business decision. That is their job. Quite simply, if you are disrupting business, you will have to be dealt with. It is the same whether it's your OC, someone else's bad BO or out of control children.