I think lots of people lock themselves in rooms if their partner gets in a rage. It is common.
It might not even be him who's in the rage. I've done it where I need to calm down and think with some space. I go into the bathroom because it's one place he can't follow me.
I recognise that, particularly in this context, that makes it sound like I'm constantly running from DH who's constantly berating me. I'm not, honest! I'm just saying, sometimes in an argument, where one person just won't let it go and keeps saying the same things in different ways and you can't quieten your head long enough to know if they're being unreasonable, it's not unusual to find a way to create space.
Again, this is all conjecture. It's just it's worth recognising that there are a number of scenarios where she might have chosen to go and lock herself in the loo, ranging from 'she needed a wee' to 'she was scared' to 'she needed some space.' And probably countless others.
That's why the circumstances and the speculation is sort of important - people are testing out these scenarios to see which is most likely. I think 'she was scared' is not as likely as the others, because she didn't call for help, either through the window or on her phone. I personally think that makes it unlikely that she's seen the gun. Yes, she might have been frozen in fear and we can't know what was in her head, but I personally think that's less likely than 'she needed space' which might explain why she didn't make a call, or simply that she needed a wee.