There is an Indiana state law saying that the employers cannot prevent employees from keeping a gun locked in their cars. I can't recall the exact law number.... You can sue the employers if they tried to fire you because of that...
Possession of Firearms and Ammunition in Locked Vehicles
Sec. 1. This chapter applies only to possession of a firearm or ammunition by an individual who may possess the firearm or ammunition legally. This chapter does not apply to the possession of a firearm, ammunition, or other device for which an individual must possess a valid federal firearms license issued under 18 U.S.C. 923 to possess the firearm, ammunition, or other device. Sec. 2. (a) Notwithstanding any other law and except as provided in subsection (b), a person may not adopt or enforce an ordinance, a resolution, a policy, or a rule that: (1) prohibits; or (2) has the effect of prohibiting; an employee of the person, including a contract employee, from possessing a firearm or ammunition that is locked in the trunk of the employee's vehicle, kept in the glove compartment of the employee's locked vehicle, or stored out of plain sight in the employee's locked vehicle.
The trouble with the whole state law versus company policy in Indiana, as it is in many states, is that Indiana is an "at will" employment state. So even if you haven't violated state or federal law, and even if state law says your employer cannot prohibit you from carrying out of sight in your personal vehicle, proving that is the reason for your termination, versus any other "legitimate" reason from your employer in a wrongful termination claim is all but impossible.