In general, not a good idea to mix live real firearms with a costume. Single action shooting sports excepted.
I DID have one Halloween that I DID carry- "in costume". In my LEO days, did Exec Security for Governor/ First Family. Yeah, that includes the kids. Usually if we were going to a football game, etc, we would change into sweatshirt and jeans, etc.
One Halloween First Lady asked if we could take the youngest (age 6) trick or treating- two of the older kids had friends coming over for a party- and the kids sort of considered us as uncles and aunts.
When I took him out that night to make the rounds, I was in full uniform- and everyone thought I was in costume.