Something I learned in the public speaking class is that we all communicate through the filters of our own experience and/or preconceived opinions that come from stuff we've heard. What happened may be a case of honest questions mistaken for interrogation because of tone of voice. Or it could have been honest questions mistaken for interrogation because of a notion that cops are the enemy because people get picked on by a few cops. Or the cop may have been an egotistical idiot. Reading this online is no substitute for being an eyewitness, so we have no real way to know.
Something I've learned from being on these message boards is that the "us vs. them" mentality works both ways. I hear about cops thinking they're better than ordinary citizens or thinking anybody that don't wear a badge is a criminal. I also hear stuff from ordinary citizens like somebody said about "assume every cop you meet is a JBT". Not every cop carries that attitude and neither does every ordinary citizen. Nor should any of us. We're all supposed to be on the same side... the side of law and order... and decency and common courtesy.
As to the question of "who's the first guy you're gonna call...?", with attitudes like I'm reading in this thread it's a wonder there's any cops who'd help anybody any more. BTW, I'm a constituent of the sheriff here and the assistant DA's one of my shooting buddies and we also get to talking guns at lunchtime in the middle of the Mexican restraunt. I've not had a problem with local cops. Your (editorially, in the general sense) mileage seems to have already varied greatly. As far as if some bad guys kick my door in, they'll be under citizen's arrest- if they don't force me to use deadly force- and the first guy I'm calling is the sheriff followed by my buddy the assistant DA. If I also need a lawyer, I'll be calling one of my horse buddies who's a lawyer and a judge locally here.
If I had a cop try anything funny about interrogation like that, I think I'd try to de-escalate the situation. Saying something like "I didn't want to get you worked up over nothing" comes to mind since to my understanding, we're not required to declare a CCW weapon here. Plus, the answer that "it's better to have it and not need it than to need it and not have it" seems to me like a pretty sensible reply. And the regulations say a permit holder can have a loaded sidearm anywhere in his/her vehicle, no problem. And as long as the sidearm is in a holster which may be covered by clothing, jacket, briefcase, etc. Or if it's in the glovebox, but the cops don't like 'em under the seat for some reason.
For a cop to ask "what are you carrying"... I don't see the problem. It sounds like he might just be curious, but the problem goes back to tone of voice and body language. Not everybody has the manner of a decent-to-good conversationalist. I know my sister says nobody can tell whether I'm kidding or serious when I make a joke and I'm not a LE/peace officer. My brother-in-law is an ex-cop and he runs his mouth sometimes too and I can't tell what he's thinking either. He and I and my sister know each other's armed too, and so far there's been no problem in that regard. But then, I haven't loaded my K98 with the Turkish magnum junk and handed it to him yet...
"Investigative stop"... that sounds to me like it lacks "probable cause".