Two basic rules.
First don't let 1 player build a character that invalidates another players character design choices. If 1 player puts 50 points into strenght and another player puts 4 points into a gun that shoots every where, the strenght guy is going to lose everytime and be pretty pissed about it. (If they go to a shadow where guns work than the strenght guy can get his own gun. Thats fine.)
In a "Throne War" the charaters should know nothing about one another, i.e they're all generated in isolation, therefore if one player wants to spend 50 points on strength, and another wants to spend 20 points on "a gun that works anywhere"(with the caveat about Amber above) then both are valid choices, and the "strength" guy had better pick his fights carefully..
Second don't change genera with out telling all the players. Guns don't belong in the hobbit.
This is not the hobbit, the is Amber, and as per the rules and the books, "anywhere you can imagine pretty much exists", therefore guns and modern tech are a de-facto part of a lot of realities, so there is no "genre" change. Remember, the first book starts with Corwin recovering in a mental hospital after a car crash, and in the first Merlin book somebody tries to assassinate him by shooting him.