Sebek's loudness doesn't startle Vegeta at all, he's all too used to being around those who often yelled or screamed, normally Bulma... however he does seem confused as Sebek starts to head off. However, "Kid, come back here." It's less about what Sebek has plans to do, and who Vegeta had seen just leave the room, and in a rage.

He doesn't want this kid getting caught up in whatever Cassie is about to do to their new arrival...

"They have it handled outside." Vegeta at least trusts Trunks to handle it all, maybe not Cassie when her temper is up like this. "Move the shelves out of the way." He would handle the guns, since Vegeta has no clue if Sebek has any idea how to handle one, even if it's unloaded. Cassie had taught Vegeta the importance of gun handling. Even if they were useless for him to use, she made a point that him knowing how to handle them was just as important so to keep those who had no clue about them safe around them.