These comments may be irrelevant to someone writing a "spy novel" in English, perhaps in sorta "James Bond" fashion.
Nevertheless, I will note that in my non-english world there is distinct difference between "spy" and "special agent". A spy is someone whose sole purpose is to obtain secret information and get it and him/her self back out safely and without the target suspecting anything. Often this person operates extensively in the open. This person will carry nothing to give him/her self away, certainly not a concealed weapon (unless that fits with persona used for that assigment). A special agent, on other hand, can have a much wider variety of assignments, including those where carrying a concealed weapon of some sort is appropriate, especially for assinations. Think individuals from USA Army Rangers, Seals, etc., probably not USA Special Forces.
Yes, I am aware that these two functions have been extensively blended in James Bond stuff and similar English-language fictions. Entertainment vs reality, perhaps?
Niklas