I have a few questions.
I take it the cop was in plain clothes? He should have uncovered his weapon before approaching you, not while approaching you.
Does the theater not have a plainly posted sign? Absent that, it is reasonable for you to believe that, if you can legally OC or CC, then you can OC or CC in the theater until told otherwise--by management. It doesn't take a cop making unadvised moves to accomplish that.
Glad to hear you want to contact the central offices. Sorry that I can't help with that. The manager at you local theater should be able to give you that contact info.