I agree with the advice above. Maybe you can talk with his friend and help him/her understand how they can best help him by just being there for him in a non-threatening and non-confrontational way. I can understand how a friend could lose patience with this behavior but maybe they can help if they can rebuild trust with him and give him someone he feels he can count on outside of family.

I would suggest limiting his access to guns if you can... I don't know if he has one or if there's one in the house that he has access to but if you can prevent his access to one that may be a good step to take. But if he's experiencing paranoia perhaps it makes him feel safe and taking it away could set him off, I don't know... it just doesn't seem like a good idea for him to have access to a gun to me if it's something you can control. If they are your family's guns and not his maybe you can sell them and explain it to him that you just decided it on your own (for money, because you feel them unnecessary, have changed you mind about it for whatever reason) and make sure to convincingly explain that the choice was unrelated to him.

But I agree with the above that being supportive no matter what and listening to him is best because you certainly cannot make him do anything he doesn't want to and pressing it too hard will push him away potentially. I think it would be a good idea to gently suggest that he can get help for his depression and anxiety when it seems appropriate to do so. If you frame it as help for anxiety/depression he might be more receptive to it than if you pose it as help for paranoia/psychosis, which he will likely continue to deny he has a problem with.

I don't know if that's helpful at all - I don't have experience with this kind of situation so take it for whatever you think it is worth... stay strong and help him as much as you can. It is not your fault and I can tell you really care about him - showing him how much you care and that you are there for him is probably the best thing you can do