There is a large doorway to Derren's rear left that leads directly outside the building, with no staircase. However, the armourer appears at about time 1:12 in the video from a second, dark doorway in the far corner of the room, to the left of the heap of sandbags. The "wide shot of room" that you refer to doesn't show this doorway; the view is slightly to the right of it, so that the piled up sandbags are visible, but not the doorway. At about 8:21 in the video, Derren pulls the trigger on chamber number 5 of the gun. There is then a pause lasting about 70 seconds (though it's referred to as lasting a minute and a half in an interview Derren did later). This pause is useful for dramatic effect, but it also allows ample time for an assistant to enter the room with a second gun. Yes, such an assistant would be in full view of James (the loader), but James wasn't asked about what he saw.
Immediately after the off-screen firing and bang, Derren is shown rising from his seat and holding the gun, which is now in view. Then a separate camera gives the "wide shot" referred to above. Note that the firing I've just described is shown using a different camera from the one used to show what happened earlier when Derren pulled the trigger on an empty chamber while pointing the gun at the sandbags. On that occasion, the gun remained in view. The change of camera was made in full knowledge of the fact that it would cause the gun to be off-screen when Derren "fired" at the sandbags again. Although the "wide shot" referred to is timed at only about 1 second after the firing, I've already pointed out that the change of camera, coupled with fact that the whole thing was shown in delay, rather than live, would allow a few seconds to be edited out by using up a few seconds of the delay. Even without those extra seconds, an assistant could quickly move any second gun out of view of the camera while Derren is being shown getting up out of his chair.
