Three options:
#1: Like you said, the emotions and enchantments involved insulate it from the magic. Requires GM approval, but I'd definitely allow it.
#2: When used as a gun, it may occasionally misfire. But not often if it's a Colt Peacemaker or other actual Old West gun, those are at 7 shift Evocations to not work, so it's gonna be uncommon at best. And you can likely invoke your Aspect for effect to make it not.
#3: Make it an Item of Power (probably containing Sponsored Magic or extra Refinements, or possibly True Strike ala a Sword of the Cross) as well as a Focus Item, and make one of it's powers (probably at +0, but maybe -1 if your GM is really strict) that it's immune to Hexing.