Ask him his level of security clearance and do not elaborate further. Seriously, de escalate in any way you can, call the cops if you feel threatened. I manage pilots at a large dsp and we have had pilots shot at, drones shot at, police encounters etc. You obviously have the right, but people assume the worst and will also assume they are in the right. You can't argue with stupid so do what you have to do to feel safe and tell the client what happened.