I am neither licensed in private security (though have considered it) nor an expert, however what I see (at least based on Florida Law) is the difference between a "guard" and a "company".
Getting licensed as a armed security guard is no big deal, however, just having this license does not allow you to go form a security "company". There is generally an "apprentice" period where you must work for and perhaps even be management in an existing licensed company. This is sometimes waived for former LEO, however, if you qualified for that, you would likely qualify under the LEO provisions to carry nationwide and this conversation would be mute.
Then, even if you get to the point where you can form your company, or head your companies security as stated, only then do you need to figure what the other states and federal laws will have in store for you.
You best bet to ever be able able to carry nationwide short of becoming LEO is to lobby, lobby, lobby. Not real likely at the moment but anything is possible and legislatures ARE people too ... contrary to what the show.