OKay, for this story of mine called Balance. Here's the explaination I've got for it. With a forged weapon you need the intent to kill, so in fact, killing a fiend or devil is in fact a type of magic. The reason for this is from the start of the weapons life it is made with the sole intent to kill and harm. With a gun being manufactured, there is no 'will' in the weapon to do harm. Yes the weapon is extremely dangerous, but it doesn't have the killer edge of say, a sword. As the for the vampires, mages and zombies, that's because they are, or were, stock standard humans at one point or another.
I find it hard to buy that the gun was not made expressly to kill. Some guns are created solely with the intent of taking lives, particularly military weapons. And what of antipersonnel mines, bayonets, grenades...? I think you will need a more plausible rationale.
I was more thinking the sword is hand made with the intent to kill, rather than it coming off a factory line. The whole point of it is the smith that made it, made is as a weapon that at each point in the process no machines handled any part of its construction. In comparison, a gun is manufactured in parts, and then assembled. How many guns these days would be hand built? Guns and munitions are made to be used and last for long periods in storage. Exceptionally dangerous, lethal yes, but not effective against a devil or fiend. Example of my point, a gun barrel is a pretty complex thing to make, but it is machine made. All of the other parts of the rifle are made seperately, then combined to make the weapon. When you forge a sword, you forge the blade, then hammer it into shape, or fold the steel, forming an edge. It was always that weapon, while the gun was just a set of parts, a spring, a couple of bolts holding it together, and an outer shell.
So how about a hand forged blunderbuss? There is more about a sword though. A gun points in obe direction at once, and once the trigger is pulled, the lethal component is beyond the control of the shooter. A sword, on the other hand, remains connected to the swordsman. It can stab, slice, block, bludgeon, deflect. Its versatility is directly proportional to the skill, strength, and agility of teh one who weilds it. There are no throwaway components. It is an extension of the swordsman. In martial arts, we are taught to respect the dangers of a gun, but in many ways the knife or sword is considered more dangeroous, and some of that relates to the reasons I just stated.
In a way, I think it takes that connection to the weapon to saly a fiend/devil. Maybe that's what I am trying to get at. Yeah, there has to be a connection between the person and actual letah part of the weapon, so a kind of magic.