A few points:
-- The "melted concrete" encasing the gun is more likely crushed concrete and glass, that was sintered back into a more or less solid mass by heat. Look that word up if you're not familiar with it. It's important.
-- It is well known in the field of archaeology that ferromagnetic residues are created and left behind by ordinary wood fires. This fact is used to find fireplaces and evidence of destruction by fire in archaeological site surveys, using magnetometers. The only known ferromagnetic substance found in detectable amounts in wood ash is iron-rich microspheres, according to numerous studies of wood ash. This adds up to strong evidence that iron microspheres are produced in wood fires. I proposed a plausible mechanism for this (including where the iron comes from, and how the spheres are formed by condensation without reaching the melting temperature of bulk iron), back on page 1 of this thread.
-- Coal does not contain iron microspheres, but coal ash does. Coal burning as commonly practiced does not reach temperatures sufficient to melt bulk iron. This supports the previous point, as the mechanism for production of iron microspheres in coal fires, which is a known and proven phenomenon, would also be expected to occur in wood and wood product (e.g. paper) fires.
-- By contrast, iron microspheres of the type found, composed of iron oxides, are inconsistent with the thermite theory of either thermite reaction product or structural steel melted by thermite being turned into droplets by mechanical agitation. Thermite residue is reduced iron (the thermite reaction is exactly the reduction of iron oxide into elemental iron) and any structural steel melted by thermite would also be reduced iron. Iron oxide would be found as a layer on the surface, with pure iron inside. This is not observed.
There is no mystery about the presence of the microspheres (only some uncertainty on how much of them were pre-existing contaminants from various sources and how many came from the fire) and their presence does not support any proposed thermite hypothesis.
Respectfully,
Myriad