It feels strange to be carried down the hallways in Mary Lynn's hand. She has you in a very loose grip, enough to keep you as comfortable as possible without risking a plummet to the hard floor hundreds of feet below. You're surprised at how little you mind the journey, though it only lasts about 30 seconds before her hand opens up and you fall out. You're terrified for a split second, but of course she has only dumped you onto the shelf where the gun had been... just a few minutes before.
There is nothing there.
You steel yourself. This isn't the end of the world. Maybe there's video surveillance feed of the room, or at least the library, and you'll be able to find out who took the gun. Of course, you might also find out who took the gun when they start to wreak havoc everywhere. Maybe this is the end of the world, actually.
But to get anywhere with that, you need Mary Lynn's help.
You turn to her and state the obvious. "The gun is gone."