There already is. One is Marquis Jet. That's part of NetJets (one of Warren Buffet's companies), but there are several other companies that offer a similar program.
The catch: it's expensive. It makes first-class airline seats appear to be a bargain.
Pilot might demand firearms be unloaded and locked yet one can load-up upon reaching the tarmac.
That's extremely likely. I owned a plane for a number of years, and I wouldn't let you on my plane without unloading. An accidental discharge can cause a lot of problems, even in an unpressurized plane.
Goldfinger knew gold but nothing about gun play in a plane.