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Winter always wear a warm coat or jacket for outside OVER your cover garment. Get inside & you can take it off, put in buggy, on back of chair at restarant,...
You were very fortunate. No discharge, no gun damage, no explaining to LEOs.

Rule #4 applies to this too.

1. Quality gear
2. Put it on
3. Cover it up
4. LEAVE IT ALONE.

Then nobody knows.
Glad all things turned out all right.
LT