I'll be there the last 2 or 3 days, but I'll be concealing.
I don't know how gun-friendly the casinos are the rest of the year, but I expect them to crack down during the River Run. Too much bad stuff has happened when you have a very large number of bikers drinking. It's only a small percentage, but they tend to give the rest a bad reputation.
I know for sure that Harrah's puts signs at the doors (decals on the glass, so it looks permanent) during the River Run saying "No Colors, No Weapons". They've done it the last 2 years, at least. And I walked right past the signs with my gun concealed. Not sure if the other casinos do too, but it's a safe bet. Harrah's signs come down promptly after the River Run ends.
As for OCing while walking Casino drive, I won't try to encourage or discourage you. It would be a major test of Metro's OC training. I just don't want to be the one testing them.
Also, watch out for horse crap. The River Run is the one time I've seen Metro bring out the horses.