The type of Minbari flyer used is a one-person (at most two) ship; she
came alone to the station, and left alone. (You'll see this kind of ship, and
the limit of space, more in another episode.)

Psi Cops are *authorized* to carry firearms. The Knights had an in with
Security, and by virtue of high government contacts, got their stuff on board.
Those seem to me not requiring much explanation.

jms