Dina had already come clean about dating Mike in "Getting Away Clean" two weeks prior when everybody agreed "no more secrets". They would have no reason to hide their relationship at this point.
The entire scenario with the gun was impossible as depicted, and contained a direct conflict. First, it was a single shot weapon since there were no moving parts such as a slide to reload from a magazine. This negated any value it had as a weapon once the shot was fired. Unless he had zero knowledge of weapons, the security guard would have realized this and pulled on the female. Second, the agent said the woman brought the gun in one part at a time in pieces smaller than a paper clip. Since it utilized gunpowder to expel a projectile, a round of ammunition was inside it. Neither a shell casing nor a bullet can be broken down to pieces and still work- it must be sealed on the bullet, and then when the primer (another piece larger than a paper clip) is crushed, the expanding propellant forces the bullet out of the barrel. A barrel is yet another part that cannot be broken down into small parts. Finally, by the woman smashing the gun into pieces at room temperature, it was clearly a non-metallic weapon that would not have been detectable on a conventional scanner, which rendered the metallic paper clip discussion moot.