There are several things that have been repeated that simply are not so in caselaw.
A) the right to do foolish things is nowhere protected by the U.S. Constitution or by Missouri law.
B) the actions of the individual in question do not necessarily constitute constitutionally protected action which will be decided by a judge and jury as he has been charged with a crime.
C) the closest similar case on point was Embo__ v. Ward (not spelling out the guy's name as he used to post here) which involved similar conduct albeit he did not make a 1st Amendment claim on appeal. But, even under Brandenburg mentioned above, the court held that an imminent threat to unlawful action is not protected speech, period. That particular case involved burning a cross at a private meeting and the state claimed that that action was violent per se under Chaplinsky v. NH (fighting words case). Another case, RAV v. St. Paul, appears to be closest on point but the city ordinance here was struck down for
viewpoint discrimination where the U.S. Supreme Court at the time rejected "hate speech" type categories of speech, not that the juvenile's cross burning actions per se were lawful--for example they mentioned arson, etc. laws could have applied to the actions of the juvenile RAV.
In a similar way, the MO law cited appears to make the appropriate constitutional restrictions to actions that "scare the horses" but not restricting general speech rights. The court will take into account any recent shootings, the reaction of the storegoers, and the behavior/intent of the individual in question. If he was slung with a rifle, handing out 2A pamphlets, and staying outside of the store, he might get a bit more sympathy.
For example, if I choose to do an interpretative 1st Amendment dance in the nude at the local park, I will get arrested for public nudity in most areas of the country and fail in my first amendment attempts because of time, place, and manner restrictions on my type of "speech". The First Amendment is not a cover for illegal actions otherwise every con man in the country could make a 1st amendment claim that they were just engaging in
Here is a short summary of a similar trolling in the past,
"In Embo__ v. Ward the Sixth Circuit Court of Appeals recently ruled that a park ranger did not violate the rights of a man who wore camouflage and carried an AK-47-style pistol across his chest with a loaded 30-round clip in a Nashville park.
The gun toting man from Brentwood, Embo__, sued park ranger Steve Ward for detaining him at the Radnor Lake State Natural area back in December 2009. Ward held Embo__ while he investigated whether the gun was legal and whether Embo__ had a permit to lawfully carry it. The investigation revealed that Tennessee law allows guns with barrels of less than 12 inches in state parks. Luckily for Embo__, his gun just squeaked by, with his barrel a half-inch under the limit. The stupidity of the Tennessee legislature to pass such a law allowing a man to bring a AK-47 into a state park was not at issue.
Embo__ also painted the tip of his gun orange, an attempt to make the gun look like a toy. The Sixth Circuit said that given this, “An officer could fairly suspect that Embody had used the paint to disguise an illegal weapon.”
The Court also mentioned the concern raised by other park-goers: evidently one person raised his hands in the air when he ran across Embo__ while two other park visitors came to Ward to say they were “very concerned” about the man. Later an elderly couple reported that a man was wandering through the park with an assault rifle. All of this was further evidence, according to the Court, that Ward behaved reasonably when detaining Embo__.
The Sixth Circuit said that Embo__’s detention was predictable and that Embo__ himself suspected it might happen which is why he carried an audio-recording device on his person. The Court clearly felt little sympathy for Embo__, saying that having worked hard to appear suspicious, Embo__ cannot later complain because park rangers took the bait."
https://davis-hoss.blogspot.com/2012/09/sixth-circuit-rules-that-park-ranger.html
The Sixth Circuit opinion, with a bit of humor notes in a summary, "
For his troubles, Embo__ has done something rare: He has taken a position on the Second and Fourth Amendments that unites the Brady Center to Prevent Gun Violence and the Second Amendment Foundation. Both organizations think that the park ranger permissibly disarmed and detained L___ Embo__ that day,
notwithstanding his rights to possess the gun. So do we."
http://www.ca6.uscourts.gov/opinions.pdf/12a0293p-06.pdf
The individual in the current situation will like any other accused criminal will have to face prosecution and a jury of their peers to determine all of the case facts and whether the MO law applies to his actions. On its face, the Supreme Court has repeatedly upheld the constitutionality of disorderly conduct type laws and this law makes no content of speech prohibitions. So the individual in order to win an appeal on the 1st Amendment would have to be arguing that their actions constituted "political speech" based on the facts, not that the law itself was invalid. Realistically, this means that appellate courts, if the guy is convicted, will probably follow the jury's finding of facts rather than striking down a conviction.
Regarding the comments on the firefighter playing "cop". Due to the history of statutory laws when the police were not as numerous, there are perhaps no states that forbid average citizens from holding and detaining someone if they believe the individual was committing a crime. But, that person will lack the statutory protections that an officer of the law has and be subject to criminal and civil liability if their actions were found to be "unreasonable".
Legally the problem is not that the person is "playing cop" but that their actions are in themselves per se were unlawful but depending on the state, (most state self defense laws including Missouri allow a justification defense which is where the lesser harms doctrine comes in) that the individual must justify their generally unlawful actions (holding a person at gunpoint which might be charged as assault with a deadly weapon or some such plus illegal detention) appeared necessary at the immediate instance with the facts that they had at the time to prevent a greater harm (mass slaughter in this case). A police officer in this case would have very likely done the same thing and perhaps even shot the individual except their statutory protections and qualified immunity would have made it very difficult to apply criminal or civil penalties against them. If the police officer had merely held and detained the person at gunpoint, then I doubt any court in the land would have held that the police officer's actions were unlawful.
If the argument is that only cops are allowed to "arrest and detain people" then an individual would be in the position of waiting until the apparent mass murderer starts shooting before shooting them. That is an unreasonable application of the law of self defense and of others. Go back and see my quote from Brown v U.S. (1921), "Detached reflection cannot be demanded in the presence of an uplifted knife" where the Supreme Court's Justice Holmes opines that one can only act on the facts that you know at the time and then be responsible in court for your actions.
This has nothing to do with the 2nd Amendment other than the guy was carrying a gun and post hoc claiming that his actions were done in support of the constitutional right when his real intent appeared to be causing innocent people fear and panic--why else the having 100 rounds of ammunition when zero would have served just as well?, why the body armor?, why not contacting the media before to record his "political statement"? why the "selfie" type actions?.
Like Morse v. Frederick with the Bong Hits for Jesus case, the "time, place, and manner" restrictions by the state on how you conduct your speech, including symbolic actions, means that the state and its citizens through a jury get to decide whether or not your actions are unlawful and the courts will decide whether based on the facts presented it is protected speech. The only opinions in the end that matter will be the jury and the court's.