Had a guy set up camp, out back in my woods a couple years ago. Wouldn't have known had he not built a campfire. Stapped my 9mm carbine across my chest, jumped on the ATV and went to investigate. I pulled up to about 20 feet away, and told him very nicely that he was on private property (I DO have some signs, but need to add more.) and that I would prefer that he move along, and that I was especially concerned with his fire, as I didn't want my woods burned down. I didn't threaten in any way, didn't point the gun or anything. It was just there. He didn't say much, although he seemed to have a bit of "attitude".
Went back to the house, then I thought it through a little bit. He had picked the nastiest, most overgrown area, when there were much easier/better places to set up camp. So maybe he was trying to conceal himself as much as possible (though, in that case the campfire was stupid move). And, therefore might be a "person of interest" for the police. So I called 911...Went back outside with my dog, but without the gun, keeping an eye on the woods. Took the cops 1 hour to show up (not surprising, as I wouldn't expect this to be a "priority" call.) They went with me out to the area but by then we was long gone. Told the cops the whole story, including the fact that I took a gun out with me, and they never said a word. We have (mostly) good, rational cops around her, and they understood that the gun was precautionary, and that I was just being cautious. They were very helpful and gracious about the whole thing.
In retrospect, I SHOULD probably have called the cops first, but not being sure of the situation, I went and checked it out first.
In short, I can't understand why you'd get in trouble (and I think most reasonable cops would agree) that carrying a gun out to check something (suspicious, but unknown) on your own property SHOULD be OK. Problems would only arise if/once any actual shooting goes on.