Rosalie has already been caught lying to Poirot, so there is reason to suspect that she’s not being truthful when she claims that she doesn’t have a pistol. Still, if it’s a lie, it’s a bold one, given that she knows her bag was already searched. Poirot seems to have a strong theory about what it is that Rosalie saw and is hiding from him, but because she isn’t willing to admit it yet, the audience is also kept out of the loop.