And I concur with most of what he said. It is not illegal to have a gun here, nor is it illegal to hire body guards (almost everyone from upper middle class up hires body guards). While his behavior might seem odd to someone inside the US, from the ground in Central America, it does not strike me as that odd.
As for leaving the country, the US would just extradite him right back. The US does not give a damn about its citizens and treats police warrants the same world wide, no matter how ridiculous, corrupt or incompetent the cops are in those countries.
I wouldn't be surprised if it was the cops who killed the neighbor in order to hist McAffee up with a huge bribe.