Ok, wall of text is dense. A few paragraph breaks would make it a lot easier to read. But taking your concerns, as they appear:
1) If an employee of a place of business asks you to leave, leave. If you remain after being asked to leave, you are committing a crime - trespassing. It doesn't matter if you think you're right or if you have a good reason to be there. If they ask you to leave, go. Or you risk being arrested. Asking you to cover up or take the gun outside is not the same as asking you to leave, but if you refuse to cover/remove the gun and they tell you to go, you need to go.
Apparently in Washington police don't care if you are following corporate policy and an employee is breaking it. If you are told to go, and you don't go, and the employee calls police, it will be you who leaves in handcuffs. Police consider corporate policies to be a matter for the civil courts. They're only there to deal with the criminal side of things. Such as trespassing.
Since you stayed to argue and ask to talk to managers rather than leaving immediately, you could have been arrested (and yes, you'd deserve it) if that security guard had called the police while you were arguing with management.
2) The no guns in financial institutions thing is a fundamental misunderstanding of federal laws. Firearms (and other weapons) are prohibited in federal buildings. Banks are regulated by the federal government. This causes some people to equate the two, even though they're not the same thing. A bank is a business, not a federal building. That said, even if the manager is wrong about the law, once you're asked to leave, you go.
Call corporate later if you consider it worth your time. Arguing with someone who has ordered you off private property is a good way to wind up in jail.
3) Signs have no legal weight whatsoever in Washington, except for signs that mark the boundaries of a restricted area where firearms are prohibited by law. Posting a no guns sign gives a business no additional legal authority to ban guns that they didn't already have without the sign. A good example of this is a sign saying "we reserve the right to refuse service to rude people". The business can do so with or without the sign.
4) Ultimately you were wrong for not leaving when told to. Depending on the judge you wind up in front of at your trial for trespassing, being told "we don't allow guns in here" may or may not be sufficient for a reasonable person to consider it an order to leave. But it's safer to treat it as such an order, and dispute the matter with the owner/corporate when you're not in active violation of the law.
As for the no guns in banks thing, that's a myth.