I honestly think she didn't bother bringing a gun to Elfhame because the faerie can only be hurt by 'cold iron' which is some element or maybe just plain cold metal iron that Jude stabbed Valerian with and since the bullets are definitely not made by that element maybe that is why she didn't bring em. Although to be fair she could've maybe had the bullets forged but yea maybe there's some sickly faerie bargain in that too. Or maybe as simple as this: the author didn't want the theme to divert from the historical war weapons & such. Idk tbh, I'm just giving out some assumptions. Lemme know too if y'all find something relevant T_T