Here's my theory about her ongoing additions and changes to the gun story -- she is a psychopath, right? So she really has no way of knowing what emotions and thoughts are behind the jury questions about the gun, especially since she cannot see the actual jurors asking the questions and read their expressions. She gets the deadpan reading from the judge and does not know what it means because she does not cue to normal human thoughts and emotions.
She is misinterpreting the jury questions as sincere questions seeking clarification and explanation -- since they asked about the box the gun was in, she thinks they must really believe the gun was in a box, so she just goes with it thinking she is connecting with one of the jurors. She is not careful to keep track of her story because she is misreading the cues from the questions, and you can see she answers those jury questions without even pausing or blinking or missing a beat - because she thinks she is manipulating them.
She is more cautious with Juan because she knows he is trying to convict her, so she reads malice into every single thing he asks. Since he brings up that the gun was unloaded, she adds in that it was also loaded -- on the fly, just throws that in there to respond to what she assumes is Juan's trickery. She is trying to throw him off balance, trying to win at his game, clueless to the way that she is perceived by everyone who watches her.
^^ I think this, more than anything, is why she adamantly and stubbornly denied the third gas can -- she did not want Juan to be right about this, no matter what, without concern or shame in anticipation of being exposed as flat-out lying to the jurors.