This rumor has been making the rounds of many a conspiracy theorist. Nothing outlandish about it and could very well have been the case, however if the flight crew took the weapon away from him I would assume they would have locked it away somewhere on the flight deck or elsewhere and not kept it lying about. If that was the case how did the body guard find the weapon and manage to discharge it in the cockpit? Ooohhhh gives rise to many a conspiracy theory.
I am assuming someday the CVR will surface or at least the transcript and that will tell the truth and for that we all must wait and hope.