There are 2 sides to every story. Some say well just move, because that's always so simple. All the deposits, packing your stuff up, finding a new place, etc, etc. Always lots of fun.
As stated, they asked about a 'commercial' business, usually a no no in anyplace I have ever rented. And with people who dont reload, they just assume its dangerous. And local laws vary alot on gun powder or how its stored. So there may well be some little known law about it. The landlord was simply being a landlord. If your neighbor was running a ***** house or selling drugs, you would want it dealt with. Commercial reloading, is a business. Maybe its resolved, maybe they are anti gun, only time will tell.
And a decent landlord would ask about a strange person coming out of your apartment when they know you are not there. Had they ignored it and you came home and found stuff missing, you would be ticked they didn't ask. Now your ticked they did ask. Then your girlfriend says 'I live here' something the landlord knows is not true as she isnt on the lease. Any decent landlord would want to know what was going on, it is their building. For all they know your subletting the place to 15 people.
All you can do is see what the landlord says. Some people who have been doing it a long time, they get real tired of dealing with stuff, its easier to kick someone out than deal with it. Or they have to worry about the legal issues. Again, get rid of the problem vs deal with it. Maybe expalin things and they go okay and everybody goes on with their lives. I have had some pretty bad landlords, one wanted me to keep paying rent on a place with a gaping hole in my ceiling after it collapsed from a roof leak. Lost a bathroom, but still wanted full rent, yea I don't think so. I would imagine if you asked them I was being completely unreasonable.