^ Not as far as I know. It just started it's final season recently with it's regular Cartoon Network 65 episode allotment (I think, someone can correct me). Also a "gun totting" Alfred isn't too far fetched since he's been shown in the comics as using a rifle plenty of times. One of the most prominent times was during Knightfall (I can't recall any others). We know he has military service.
It was embellished further that he was in MI6 in the BTAS episode 'The Lion & The Unicorn'.