Once you unlock henchman and their guns, you can use their guns and they can use yours! Just drag the weapon to the mods column pick the selected person, then drag it on to their weapon inventory!
To beat missiles and bullets: Get max jump and evasion, then you stay in one place and when missiles come, quickly roll to on side. Also use jump to leap low missiles.
How can you understand the egypt guy's thinking: "I can't understand this, but there is a fire next to some smiling people. Could it be like a camping trip...Nah, the fire is probably the whole world ending."
Great that you noticed!