After a day my less than hot take on this is that this is another example of Trump dog-whistling to a popular but fringy view on the right. In this case, that second amendment as more than a right to bear arms for sport, hunting and protection. They talk about it in terms of how it is a check on the government. Ted Cruz said last year it was "fundamental check on government tyranny." The extreme version of this is of course the sovereign citizens movement.
Perhaps the next time a reporter talks to him about this they shouldnt ask about if he was talking about someone shooting Clinton, he should ask him if he agrees with that interpretation of the second amendment. Do citizens have a right to fight (with guns) against a 'tyrannical government' and if so, how does one define 'tyranny'? Then you can get to the Clinton question. What actions of a potential Clinton government or Clinton-appointee on SCOTUS would he consider 'tyranical'?
The 2nd amendment was absolutely put in the Constitution to protect against tyranny, but a lot of right-wingers get the implications of that backwards. The historical context of who was lobbying for the Bill of Rights and what they thought of a standing army is very important. The 2nd amendment doesn't imply a right of insurrection against whatever perceived tyranny there is. Rather it maintains that a well-armed population helps
protect our free country, hence the whole militia clause. The militia is actually in contrast to a permanent standing army, who were considered a potential tool of tyranny.
"The 2nd amendment is an important tool to help keep the standing military small" is unfortunately a forgotten sentiment. It was in fact a primary purpose of the 2nd amendment, with self-defense and hunting real but secondary purposes.