There was no weapon! This is kooky!
No, it isn't. Have they found the guy who shouted "gun"? It's totally possible that those two were a tag team whose job was to create a chaotic situation, so no one would be on the lookout for an assassin. The Trump fans taking down the guy who was supposed to incite violence so quickly stopped the plot.
Is my speculation an impossible scenario? I don't think so.