In my experience, the Marines at Post One (usually in the lobby) carry .38revolvers. Heavier weapons are in the armory. In most embassies, the Marines have control of the inner perimeter of the embassy, and the local police/goons have control of the outer perimeter. My last post was in Havana, and the Cuban police were patrolling outside the wire. Their job wasn’t so much to protect us, but rather to keep potential defectors from breaching the walls.
Then WHY THE HELL didn’t they SHOOT the MUSLIMS???
I was a MSG in Cairo. I can assure you they didn’t fire warning shots, their armament is more than .38s (we switched to .357, and then M9 + we have some other goodies for the kids stached away. Also, the Marines would not shoot unless the chancery was breeched: in this case, it was not. And the chancery (the new one) is built like a fortress. The protesters are lucky they didn’t breech the chancery: it would have turned out very bad for them.