I have never heard of an OBSERVANT Jewish woman carrying a weapon on Shabbos or a holiday, particularly a firearm. You can interpret for yourself all day long, but no Orthodox congregation I ever heard of would sanction that. I carry my own version of a weapon, but only if I am in an area with the “aerial fence” which allows carrying from one domain to another.
I raised the isue to highlight the question of what is done v. what may/should be done.
Much of Jewish orthodox behavior has been shaped by centuries of submission as a survival mechanism.
An excellent work on this subject is Shemitta: For The Land Is Mine., by Mark Edward Vande Pol. That looks at what was probably deliberately abandoned because of the Roman Conquest.
I suggested the subjegation, ghetto-ization, and enforced disarming of Ashkenazi Jews in Europe was the reason submission and refusal to be armed became embedded aspects of European Jewish Orthodox behavior.
There are Orthodox congregations in Miami where carrying is commonplace. Whether the women do I can’t say, as among the Orthodox group I knew, even shaking hands with a man is verboten.