I think they meant that they neither found evidence that he was a lunatic, nor any guns (i.e. not only did he not have the mental state for carrying out a shoot

I think they meant that they neither found evidence that he was a lunatic, nor any guns (i.e. not only did he not have the mental state for carrying out a shooting, he did not even have the means). I think either in his speech or during editing the conjunction was accidentally dropped. At least, that was my reading of it.