First, Matthew's point.... A gun discharging in a pressureized cabin would be unlikely to have any structural impact on the airframe. I suppose a bullet could hit something (or someone) of importance, but as far as the huge gaping holes Hollywood shows us (think US Marshals).... not too likely. Myth Busters has done this one I think. They needed about a pound of symtex (sp?) to get a good sized hole.
Ok, armed guy in cabin... If now cleared for t/o, probably would try to delay one or two spots if possible. Chicaga's idea sounds good (taxi across, or down to an intersection to re join the line.) It is possible that you misheard the FA and a quick call for clarification is all that is needed, even as taking the active. If the FA can't confirm (or disconfirm as the case may be) if there is an authorized LEO onboard then there is a paper trail somewhere as they had to get through the TSA scan (which we all know catches just about everything
) If there was no way to confirm that they were ok to be carrying, back to the gate and debark the plane for MX reasons or something else.