I've never been anti-gun, so I can't help you there. But maybe you can show her that her 'safe' neighborhood isn't as cozy as she thinks it is. My zip code has the lowest crime numbers in my city, and you should read some of the things that go on here ;P ;m See if your city has crime statistics and/or visit the local police. Just because it didn't make it to the evening news doesn't mean it didn't happen.
If she likes to read, you could leave books such as "In Broad Daylight" lying around
It's a true crime book about a prominent family in Kansas in the '50s who are all murdered in their home in the middle of the day. Even in quiet small towns, bad things can happen. And our society is way more mobile 50 years later, so living in a nice part of town is no guarantee.
It sounds like her major concern is safety, so make sure you address every single point she brings up (and it sounds like you're well on your way). Perhaps a 'test' with the children will show her that they've learned to not touch a gun but rather find an adult immediately. Since you have two, I would teach them that one stays to make sure no one else touches the gun and the other finds an adult. It'll probably take her awhile to see that the gun's not going to jump up and start dancing on its own, so be patient.