Yes and no……I think it was Jan of '20 (other news was happening), that a newly seated Dem majority VA state house was "influenced " by some 20+K (numbers vary) peaceful gun rights demonstrators. Apparently, their planned restrictive gun legislation was scaled back significantly. There are others, more localized that may not make the national news. Your recent demonstrations in NM were peaceful, went national and had some influence on the outcome. So it's not unheard of. There are time and place for them and they sometimes provide results…..
However, my concerns with protestors and demonstrations would be command and control and counter demonstrations. Under that scenario how would you keep potentially "armed" demonstrators peaceful and non confrontational? With thousands protesting peacefully, all we would need is one of our own to lose their temper and everything would go down hill quick……