I am very sympathetic to this problem. It is difficult to find a good church. I would be very unhappy if I had to leave mine.
Reading through all the posts, only a very few really get it, and that's not something I say with any haughtiness or conceit, it's just that this is a very specific situation and only someone who has been in a similar circumstance will really understand how important and difficult it can be.
I attend a large church, and I've seen a LOT of people come and go, for all sorts of reasons. Usually, once a person decides to go, the reason is inconsequential, trivial even - more of an excuse at that point, which makes trying to address the stated reason for leaving quite pointless in most situations.
My opinion here.
You need to decide up front if this is an issue that is important enough for you to leave over. That's the critical piece of information that only you and your family can decide.
Once you've made that decision, I think I would arrange a meeting with the pastor, and have a nice little chat. I would tell the pastor that carrying a firearm for self-defense is critically important to you and your family. I would tell the pastor that you intend to carry a firearm to church, unless the pastor is willing to inform you as the legal representative of the property owner of the church building that you are forbidden to do so. If the pastor is still stuck on no carry for you, and, if you have decided that the issue is worth leaving over, you need to inform the pastor that you will be seeking a new place of worship. [Just me for this: I think I would stop tithing immediately after informing the pastor you plan to leave, and start saving it up until I found my new church... be interesting to see if the pastor will blink about the loss of income... sadly that is the motive for some pastors...]
If you have decided that the issue is not worth leaving over, then you'll have to accept not carrying, finish the meeting, and never bring it up again.
Again, all JMHO...
I hope you can reach a satisfactory solution.
TFred