We prevented him from playing violent games at home, they simply were not bought regardless of his threats. Clearly we couldn't restrict his exposure at friends houses.
The issue we had with my DSS is that he would endlessly manipulate, he thought it was funny to trash our bedroom looking for his stuff, so it went to grandparents. He was trashing his room, a room, hurting his sister multiple times a week. He really hurt his sister once, requiring hospital. The week after he made the gun comment - he was steered towards supported accommodation sharpish, his violence towards his sister was stepping way too far over the line.
Gaming hasn't ruined my DSS life, and it won't ruin your son's either, but it does need dealing with.
We had the same with car keys, bank cards, mobiles etc. All were on our person during daytime and under our pillows at night. It's a game to him, work smarter NOT harder.
Feel free to message if you need to rant or want specific advice, anytime.