My opinioin is that they are in the disaster relief business. They are not an insurance company. Maybe those are the only items they specifically forbid, but I think there are many other things that people should not purchase with Red Cross Funds. Perhaps I'm mistaken, but I don't see replacing lost firearms or buying alcohol as "disaster relief".
If you are truly concerned about their "anti gun stance" then my advise is to not accept any money from them. Hopefully the money I donated will go towards procuring food, clothing or shelter for people who REALLY need it. As much as I enjoy shooting, I certainly didn't donate money to the Red Cross expecting someone would use it to replace their gun.