Personally when faced with those type of situations I quietly let the person know I am armed while showing the ID authorizing me to carry CHL or LEO id depending where I am. The CHL helps with the being "outed" as a leo. It worked out but it could have gone south with your method because when a person refuses to be screened it raises a red flag and can excite an over zealous security guard. It didn't so that is good.
I appreciate the advice. I did consider that approach. I appear old enough that there could be some medical reason for me not wanting to be wanded and I was counting on that not to escalate the matter too quickly. None of the security firm was armed so I wasn't worried about my personal safety with them. As I indicated in my OP, I was glad when the Lewisville officers approached and I took a very calm manner in responding to them.
One of the things that I worry about in any disclosure that I'm armed is that it sends someone into tunnel vision. Sometimes people hear the word "armed" they seem not to hear a word afterward. I was trying at all costs to avoid the security guard getting on the radio with a code word for MWAG. I'm sure that he has one and I didn't want to risk a confrontation with the local police, guns drawn.
I have great respect for the knowledge of LEOs about Texas laws. The security firm, on the other hand, might have been from out of state or even a bunch of cop wanna-bes. My plan was to ask for an LEO if a supervisor had shown up and that conversation hadn't gone well.
Having read about the incidents at the State Fair, I figured my best path was to deal with the LEOs, not security. The Lewisville Police station is a reasonable drive from my house and I may stop down there this week and ask the WWYD question.
One last point. The security group was making a fetish out of pocket knives. I seriously doubt that there are many men in the Lewisville area who don't have at least one of them on them. For me, that was a flag that the security team had reached the zealot level. Even TSA was considering lifting the ban on some of those. This was just another piece of information that was feeding my OODA loop at that moment.
Ideally, there should have been a provision to make it easy for CHLs to get into the event when the security screening was as tight as it was. Training the security team that they could not prevent CHL entry is, to me, not the same thing as facilitating that entry. When no facilitated path was available, any choice that I made could have turned out badly. To me, that flies in the face of what security is supposed to be about. They are there to assess threats and put measures in place to deal with them. How they could miss the threat associated with trying to wand a CHL escapes me. Maybe I'm just not bright enough to understand the situation.