I don't know about state-specific laws, but an important question is what does the company policy say exactly? Are company vehicles mentioned? If so, depending on what it says you may or may not be violating policy if you do.
If it were me, and if the policy prohibits firearms in company vehicles even during off-duty use then I wouldn't take the company vehicle home with me. But then, I'd have a hard time working for a company that wouldn't let me at least have my gun in my car while I'm at work.