They apparently have a lot of leeway. One entered a day care center in Nevada and a gun was drawn at some point, and the legislature responded with a real crime stopper bill that now prevents grandpa from escorting a toddler into the licensed day care center, so mom can sleep in, and then continue on to do a little hunting afterwards. Parking off property not an option.
Applies to CCW. The cowboy nature of some bounty hunters has been legendery and their character hasn't been much higher than those they seek-- while others use their powers responsibly and operate in a professional manner.