I'm assuming the very strict rules are in place for a reason, so making a formal request of management to lift the restrictions probably won't get you anywhere. At a minimum, I would request a more private mechanism for you to check your concealed weapon. A private locker would be most optimal - the guard wouldn't even be required to intervene.
If this gets you nowhere, you can either press the issue or just not carry. Depending on the situation, you can always inform your employer that because they have limited your ability to protect yourself to and from work, that if anything ever happens to you at this time that you and/or your loved ones can and will sue their pants off. 8)
If this gets you nowhere, you can either press the issue or just not carry. Depending on the situation, you can always inform your employer that because they have limited your ability to protect yourself to and from work, that if anything ever happens to you at this time that you and/or your loved ones can and will sue their pants off. 8)