This has also been worrisome to me, and I reached pretty similiar conclusions as you in regards to her meaning "safe" as in emotionally safe or stable. I am unsure as to whether PF said this or if this is what PF told CB. The deal with the gun went back to New Year's Eve after the baby was born. KB put a gun to her head and threatened to shoot herself. PF took her gun away at that time. This was mentioned by CB so it apparently happened. Remember that PF said that they broke up on New Year's Eve of the previous year. This is my theory, at this point, connecting some of the dots. I think that KB expected that they would get married now that the baby was born. I think that was when PF used the lack of money to delay marrying her and she was devastated and probably ashamed because she had had a baby out of wedlock and now the dad was not marrying her. It appears that they did not fully break up, and had an up and down relationship. I feel this is what put KB in a deep depression. I think she also emotionally started pulling away from him. For some people, when you expect to spend a lifetime with someone and are deeply committed you can't just poof, and walk away. You slowly start to separate emotionally and detach. PF likely sensed this and would tug on her heart strings to pull her back. He wanted control ove whether she stayed or left. I think she was afraid of him and wanted to leave but was also afraid to do so.
I think that Patrick gave the gun back and said she seemed to be in an emotionally good place in order to make sure CB and law enforcement knew that she had a gun. Obviously that gun was missing. This was to set the stage that she went somewhere and committed suicide. He mentioned this in his interview with law enforcement. To both CB and LE, he made sure it sounded like she was stable and good with the breakup...in fact, as though she were the one beaking up. It would have been negligent of him to give the gun back if she were distraught, so he needed to play up what a good place she was in. This could have been believeable that she hiked out somewhere and ended things, but that would have required that it be local and there were those Idaho pings. Idaho could have been believeable, but her vehicles were in the driveway. To have come up with elaborate scenarios and then forgot key points is just so weird.