The only problem I have ever had in IN was when I stopped at a gas station near the IL state line to lockup.
A few officers asked me why I was handling my weapon and I told them I'm getting ready to enter the People's Republic and did not feel like spending any time in jail.
Both laughed and said good luck, that they even worry about carrying in IL also.
I guess it wasn't really a problem after all.
Good luck and keep OC'ing.