Two minutes later, I was logged out of all devices, a "community standards" violation modal displayed on next login, and 30 minutes later I received a notification that I was banned for 24 hours.
Messenger, status updates and friend requests are now blocked.
To recap: FB does automated content analysis in private chats, only not sure if the gun, or the caption was problematic.
It seems like no contextual information is used during analysis (the messages before and after the picture we're clearly jokes on Bernie sadness and Trump train)....