My School Didn't Go Into Lockdown When When An Armed Individual Entered Campus

I need to leave out specifics because I'm honestly scared I'll be fired. I'm a teacher in a Southern state. Last week, I got two odd messages in the teacher group chat saying that all students needed to be out of the halls. Another message said to make sure all the windows were shut. It was weird, but I just told the kids they wouldn't be allowed to leave for a while and relayed the weird reasons given.
The next day I was told that a disgruntled parent showed up with a gun and "words" for a member of the staff.
I was shocked and honestly betrayed. We have an active shooter drill every year. Why didn't we go into lockdown? I was told, "Not everyone needs to know someone has a weapon on campus." Apparently, one of the teachers on their planning period found out what was happening and had a panic attack. They're using that as justification that "not everyone needs to know what's going on."
I told my friend what happened, and he called it, "the most flagrant violation of my rights he's ever heard." He told me to call the teachers' union. However, I'm not a member, and I don't know what I can do about this.
I'm terrified I won't even be believed. The incident wasn't even reported on the local news (from what my coworkers have said, the news never reports on these things at our school, but that means this isn't the first time something like this happened!) I don't know the name of the person who was arrested, so I can't look up the record on those online databases. I tried to look up district and/or state education department policies and procedures during an active shooter situation to prove that they didn't follow protocol, but there's nothing online. As far as I know, we don't HAVE a "correct" protocol.
Back when I was in school, we went into lockdown when a bank miles down the street got robbed, just in case the robbers might be heading our way. I know what my administrators did isn't okay, but I have no idea what to do about it. Can someone, please, point me in the right direction?
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