Surprisingly, some of the quotes in the Peruta decision seems to indicate that the idea that the Second Amendment, unlike the First Amendment, only applied to the federal government isn't quite clear.
The Dred Scott decision is one: "It would give to persons of the negro race, ...the right to enter every other State whenever they pleased, ...to sojourn there as long as they pleased, to go where they pleased ...the full liberty of speech in public and in private upon all subjects upon which its own citizens might speak; to hold public meetings upon political affairs, and to keep and carry arms wherever they went.
There's no suggestion here that any state would be infringing the right to keep and bear arms of their citizens, though there is a suggestion that freedom of speech might be subject to state limitations.
Was it ever the case that the Fourth Amendment requirement for warrants didn't apply to the states? After all, the First Amendment explicitly states "Congress shall make no law ...", whereas the Second states, "shall not be infringed".
In all the reading of court decisions that I have done I don't recall ever reading in early decisions that persons could only keep or bear subject to state laws. But, of course, they didn't have those dreaded pistol grips that one needs in order to shoot up a school.
In my entire reading of the Federal Convention debate I don't recall noting discussion of the the right to keep and bear arms. My understanding of the young Mr. Madison's character is that acts of government to violate the tenets of the Fourth or Second Amendments would be so unconscionable as to have not required contemplation but for the objections of the anti-Federalists. Later in life he got the idea. More importantly to the long term is the point that I have implied, that the power to enforce protection of a right is the power both to define its scope and to violate it. The more we concentrate that enforcement power, the more peril of irreversibility we face when (not if) human covetousness demands that freedom be curtailed.
In sum, I don't think the distinctions in the scope of of application re one amendment versus another was a major concern to the founders as they were more focused upon getting the States to go along with the idea of creating a Federal government with enforcement powers in the first place.