Very very unlikely, this isn't America. Guns are very hard to get hold of in Scotland. Even if he did threaten her with something in the club there would have been hundreds of people around to help her. She wouldn't just leave with someone who made a threat. I think it is unlikely he had any weapon on him in the club, he is wearing a shirt and trousers and it would be hard to conceal any weapon. The security staff keep a good eye out for weapons when people are entering.Maybe he threatened her with a gun, the idea of a gun?