Is There a Threat Going on Here?

Sheriff Connors sees Gus and Gandy coming out of the house. He says, well, shit. So it looks like maybe an explanations in order. But y'all come back to jail with me, I can explain everything. The first thing he does is he takes out his gun and a long dagger. Both of them share similar sigils that Gandy magically imbue these weapons so that they are effective against all manner of beings.