In the US, do people use gun nut in anything other than a pejorative sense? I only hear it used negatively on this side of the pond, where things are very different on this issue.
Yes, although that's yet another silly level of debate on the topic.
Amongst firearm enthusiasts, there's a lot of rhetoric about whether pro-gun people should or shouldn't use the term to describe themselves. Some pro-gun people feel that adopting the term serves to further the anti-gun viewpoint as us being 'crazy', blah blah blah, while others maintain that avoiding it somehow professes shame in our beliefs, blah blah blah.
No matter which viewpoint you take on any given issue, you'll find subdivisions within subdivisions from those ostensibly on the same side, because some people just like to argue for the sake of arguing until the disagreeing become more important than whatever it is you're disagreeing about.
Sometimes people want to continue the chicken vs. egg debate when the real question is whether there's any protein on the plate.