It was hard to follow, but the complaint seemed to be that you all were "causing alarm."
So what? If you are doing nothing but passively exercising your rights, folks who are alarmed are responsible for that alarm--and for abating it if they don't like being alarmed.
If you are actively doing something with your handguns that alarms folks, like waving them around, then the cops should intervene. Other than for such action, I would contend that they don't have the power to do anything about it.