Just to clear things up, and thanks for everyones input.
I will NOT make any false statments on any visa form. I am gaining information as to either do the firearms training, or opt out of it, if it will affect my later visa application. I think that not being totally open to the visa people is a rocky road to hell and likely to end in tears.
As a thought for visa applications - it is THEIR country and they are entitled to make whatever stipulations they wish. If we wish to enter THEIR country and use THEIR training it seems only reasonable to me to go with their rules - just my two pennys worth!!
The training is NOT police or military but private security training which because of UK laws has to be done in Sweden, however I will be licenced in the UK as a Close Protection Operative. The licence is issued by the SIA which is a goverment appointed body. The firearms training is NOT required for the issue of the UK licence, but is extra training to support your professional qualifications and make you more employable.
As for the employability in aviation. It would be great to think an employer would just take you for your flying capabilities, but it seems the older you get, the more they (any potenital employer in any field) are interested in what you have done in the past. I can inagine that saying you are a bodyguard might scare the s
out of some potential employers, however others might see it as a good thing - I don't know, you tell me??