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There is an interesting moment in HP 7 where they are preparing to smuggle Harry and the Dursleys to safety. Vernon Dursley asks why he has to trust his family’s safety to randos and suggests talking to the Ministry of Magic.
“Harry laughed; he could not stop himself. It was so typical of his uncle to put his hopes in the Establishment, even in this world that he despised and distrusted.”
Ultimately the only way to hold both pro and anti establishment views is to also hold to a steadfast belief that there is a very narrow and clear line between a benevolent establishment you should yield to, and a corrupt one you should resist. Which is to say, you shouldn't need guns, except if you live in Nazi Germany or know for sure that your government will turn into Nazi Germany within a few years. If Vernon had suggested that Harry asks Professor McGonagall, a "good coded" authority figure, would have Harry laughed him off?
But even that is hardly followed in Harry Potter. As while it's hard to know what would have happened if the heroes had yielded, the books seem to make a very broad anti-establishment point frequently, rewarding the heroes rebelling against the orders of even benevolent authorities. For instance, not sheltering when ordered to by Dumbledore and fighting a troll to save Hermione.
I think the key here is to trust tradition, which means some establishments but not others. Dumbledore is the central authority figure in the book and he is to be trusted implicitly. Where establishments are to be defied, it's because those establishments are modernising, bumbling bureaucrats. Dumbledore and Umbridge are both figures of institutional authority, but only Dumbledore is a figure of tradition. Umbridge is a come-lately, an interloper appointed by an authority that is both ignorant and interfering with something beyond its proper scope.
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I'm glad you're trying to steelman it, but isn't this a great counter-example to the "we don't need self-defense until it's almost too late" philosophy? Maybe 100k Jews got out of Germany to avoid the Nazis (peak Jewish-German population was in 1910, so many were surely leaving for other reasons too), and roughly another 350k got out after the Nazis took over but before they made emigration illegal and really started in on the mass murder of the remaining 150k ... but that didn't make as much difference as you'd think in the end, because the biggest single source of Holocaust deaths wasn't the victims who had failed to escape Nazi Germany, it was the 20 times as many Jews in Nazi-occupied Poland. When Poland was invaded it had still been trying to negotiate a day before and it was conquered a month afterward. If you're only ready to defend yourself against corrupt establishments that give you a few years' warning then their natural countermove is to just not give you that much warning.
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