But...
There are several problems with this idea but I want to discuss one of them: If guns are prohibited in the area they are going to march into, what do they think will happen?
They are not "defending their rights," they have the right to carry those guns in other areas but not the ones that are specifically banned.
They have specifically declared their intent to do something illegal.
If they had decided to do the same march onto some location where they can carry weapons I would be ok with this. I'd still think that it is stupid and irresponsible, but this is a whole new level of insane. If they actually really do break the law then the police must stop them, otherwise it would give the signal that if you want to do something illegal all you need to do is grab a gun and the police won't stop you...
And that whole "if they try to stop us we will peacefully leave etc." Really? Do you think this will get you support? 1'000 (well 200 at the moment) libertarian gun nuts make some passive agressive threats and threaten with implied violence if they are not allowed to break the law? You are not being opressed, if the goverment stops a brigade of armed lunatics from walking to the front of the white house this is not opression, it's the only sensible answer to your threats.