Diplomats have diplomatic immunity in Europe, meaning that the local police have no right to search you, your vehicle or the place you inhabit.
Only when you are a threat to public safety they can contain you untill the ambassador has high level diplomatic talks with the local governement ( witch means a quick flight home and the end of your carreer).
So if you have access to a diplomatic passport you have an unlimited range of weapons you can carry as long as they are conceiled from public vieuw.
Diplomats are known to carry firearms by the police forces and the police will never cause a diplomatic incident without a serious reason (like shooting your gun when drunk in public or shooting at police officers).
In GB in 1984 a policewoman was shot dead with a AK47 in front of the Lybian Embassy by someone from inside the Embassy when an anti Lybian protest was going on outside the Embassy.
After a stand off the whole Lybian diplomatic delegation was ordered to leave G.B. The shooter was never identified, arrested nor turned over to the local governement by the Lybians.
So if you travel to Europe you can always take whatever handgun , OC-spray or knife with you ( if you put it in the diplomatic luggage) and carry it with you. If confronted by the police or border guards show them your VALID US diplomatic passport and tell them you have diplomatic immunity.
Because US personel have been targets in Europe it is wise to check with the Embassador what means of self protection are accepted.
If you wan't to opperate in the gray zone just ship your "weapons" with your diplomatic luggage (NOT carry on). Your bagage can not be searched by the local authorities in airports or borders because it is protected by the same diplomatic immunity.
Most foreign US Embassy's (in fact all Embassy's around the world) have a large stockpile of weaponry on site in case of an attack of the Embassy.
Because the diplomats ( and their family) and the Embassy is considered "US soil" no one has the right to interfere with your bussiness.