As CAM says "they are harmless", maybe he just underestimated them and did not check them again for this reason?

First time, they've found just a knife and... this something, whatever that was, on John. Maybe CAM didn't expect much in ways of weapons after that. He felt safe, thought negotiation would do the trick.

Didn't Sherlock throw that guy who threatened Mr. Hudson out of his window? Well nobody knew about it...

Mrs. Watson wrote:

1) Somebody has explained before that owning a gun is quite difficult in the UK. Even an ex-soldier wouldn't be allowed to have one. And when they searched John at 221B he didn't have one.

2) Magnussen knew what Sherlock was planning and that Mycroft was coming with troops. So I guess he never imagined that John or Sherlock were going to have a gun (what for?) or that Sherlock was going to shoot him. As far as he knew Sherlock had never killed or even shoot anyone.

Yeah, that makes a lot of sense.

That and the fact that Appledore is basically just CAM's own private hangout space where he goes to chill. There's nothing there. It's just basically a nice property. He has no reason to have security staff there to search people or protect anything. The only reason he might have them would be to protect himself, but his main fault as a person is that he believes he is above everyone and everything. He thinks he's completely untouchable. He wouldn't have imagined, even for a second, that Sherlock would kill him.