But on a pragmatic basis, not a very smart idea to bring a gun to a protest. Most citizens are going to assume you are there to provoke violence or partake in it. If you end up in front of a jury, a reasonable citizen not going to give you the benefit of the doubt. And if an officer engages you, they will prevail legally.
Bring a sign or a bullhorn to a protest. 2A is for personal self defense when law enforcement is not available or when the state calls on able bodied citizens as a militia.
Also, it's kinda bad optics. The kind of people who'd bring a gun to a protest are the kind of people who usually oppose gun control....but having a bunch of yahoos with guns getting worked up with overheated rhetoric is going to push more people over to the gun control side.
Though, the kind of people who are coming to these protests seem to be the kind of people who (incorrectly) think the bill of rights means they get to be irresponsible assholes without experiencing any consequences, political or otherwise.
We can debate many things about guns, but I think we can agree that for a vast number of gun owners, that's not a statement that applies. No matter if we're textualists or not.
Which law? The one that says “shall not be infringed?”