With regard to elected officials being "exempt" from the law, there have been a few articles about states that allow elected officials (state representatives, as one example, judges, as another) to carry in places that are prohibited for common carry permit holders. (State houses and courthouses spring to mind.)
I think a reasonable argument could be made that in those areas where CLEO approval is required for permit issue, not many CLEOs will disapprove the permit application of a county or city coucilman or mayor without extremely good cause.
I also seem to recall several extremely anti-gun politicians who've been outed, over the years, for having carry permits (in jurisdictions where most citizens were routinely turned down for same, often due to the influence of those same politicians).
So, are the officials "exempt" from the law? No, but they tend to get the benefit of the doubt in "May Issue" areas, and they tend to get laws written in ways that allow them more rights than the less equal pigs. (Reference to Orwell, not a cop bash.)
A good non-gun example would be our own Congress, exempting themselves from the requirements of the Affordable Care Act. Interesting, that....