IF YOU ARE STRUGGLING TO UNLOCK THIS TROPHY READ BELOW.
Other walkthrough videos I watched they missed out the fact that you had to drop the shotgun he holds in the robbery, I simply thought the trophy would unlock at the end when I used the flamethrower as Kelso but it didn’t.
In the case armed and dangerous the shotgun that Cole uses is one of the weapons counted for the trophy to be unlocked but as a patrol officer he uses a different pistol to his regular pistol as a detective. Therefore simply drop the shotgun he automatically holds at the beginning and then he will switch to his pistol, kill one of the goons with the gun and, if you have used every other weapon, the trophy should unlock.