First off welcome to the forum, and what a first post you made.
I think you did all the right things, except I would have gone ahead and called 911 immediately after the incident. Even though he couldn't see the gun, he may have put 2 + 2 together and got 5, which was close enough to figure out you might have had a gun. If he decided to try and push his luck, and calls you tried to hit him and when he calmly got out to talk to you about it you displayed a weapon, then you could have a lot of explaining to do.
Best to call, state what happened and let them know he cut you off and was the road rage aggressor. No need to mention you had your hand on a weapon if he didn't see it, just the base facts. Being the first one to call 911 gives you the credibility over his statements later.