The problem with zombie movies is that they're so far-fetched that people mostly just go for the bloodbath and gore effects. I've never met, conversed with, or heard of any moviegoer who leaves the theater afterwards with any serious thoughts of gun ownership or the second amendment.
As was mentioned before, you'd have to show the consequences of being disarmed, and if you did it right you'd probably have people squirming and leaving the show - because alas, bad things happen to victims, and you'd likely need to be fairly graphic to get the point across. You'd also start all kinds of snowballing nightmares with the media about 'gun people' and 'obsession with violence' and all manner of pseudo-psychological BS. You'd probably get apologists for the anti crowd claiming the measures taken 'just weren't done properly'.
Unfortunately, the world is awash in stupity. Presuming you could make the perfect pro-gun movie, most critics would likely pass it off as propaganda of the lowest kind.
It may be possible to convert a few antis through film or television, but I doubt it could be done as a movie. A pseudo-documentary perhaps...but an 'entertainment' movie might be a stretch.
That is, of course, only my opinion. Your mileage may vary.