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Maybe I'm on the other side of the fence but in my .02, I think you did reasonably well. I do think it is our moral duty to do what we can SAFELY to gain information for LEO. I can't say I would do any different in your situation.

The best I can tell you is to be vigialnt and know your surroundings armed or not. As has been stated here many times "the best weapon you have is between your ears."

But also, just because you are armed, this doesn't give you any more reason to put your self in more danger by getting closer than you would if you weren't armed.