I think their is some over analyzing here. When the thing goes off which it does sometime, just show them the receipt. Why would they "detain" if you have a receipt. Every time I have been in this situation I show them the receipt, they look in the bag and your on your way. But if they did in fact go the extra mile and ask me to empty my pockets, I would politely tell them that I am legally carrying, and if they push the issue we could go someplace out of view of the public and take care of the matter and I would want to see a manager. But odds are it would never reach that point.
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