Finding a client in possession of a loaded weapon would unnerve me initially, but not necessarily enough so that I'd insist on contacting security or law enforcement unless it was hospital policy. If your facility doesn't have a policy regarding weapons, I think it would be good idea to discuss it. A loaded clip is less dangerous than the three inch or bigger knife many men carry for cutting this-es and that-s or as part of their profession.
I'm intrigued with the original poster's statement "... And said the Pt.s family was to pick up the car/gun and we kept the ammo & locked it up seperate and will not give to family." Legalities could be an issue. The facility has confiscated property that I suspect is legally permissible and won't return it to the owner or relatives for whatever duration. To my knowledge, law enforcement agencies and governments are the only ones permitted confiscation powers with due cause. If I was legally permitted to possess a loaded clip and someone confiscated it without allowing family or friends to remove it from hospital property, the issue would be far from dead. I'm getting way off topic...
HIPPA? What is the connection between HIPPA and a loaded clip?
Like one poster mentioned, some states have large populations legally carrying weapons. Many of them are concealed. I've yet to hear of a problem in my state within anyone acting non-judiciously or inappropriately with a concealed firearm who was permitted to legally carry one. This population profoundly avoids publicity as it counters the usual purpose of having a concealed weapon. I'm emphasizing legally permitted and responsible use of loaded firearms, concealed or otherwise.
On many federal properties, it is illegal to possess a loaded weapon, especially concealed. At other sites, that isn't so except for the "concealed" part. A weapon, loaded or otherwise, can be bad idea, especially with mind altering meds or pathologies. I'm sure some facilities don't have a weapons policy because it hasn't been a problem.
I wouldn't necessarily be quick to contact the police. Perhaps in another situation, the client is an off-duty or retired law enforcement officer. Then too, maybe the person is a business man/woman who often carries large sums of money or valuables and routinely carries a weapon for protection. Many of these folks carry a weapon out of habit. I habitually carry my wallet, finger nail clippers, and a comb when leaving the house. Thus, I wouldn't find it necessarily unusual to discover a person carrying only a clip or an unloaded weapon as some facilities and businesses expressly prohibit them. The owner often will separate a weapon from ammo to be in compliance. Me personally, if possible, I'll retain the weapon as I don't want it stolen in case my parked car is burglarized, but I'm getting way off track again...
Just some ideas to consider.