I have had a PI license for around 10 years. In Kansas (and every state is different) a PI licensee is only allowed to carry after completing PI firearms training and making application to the attorney general. It is a license violation to carry using the standard CCW issued by a sheriff. The terms of carry are different on a PI license. For instance as long as I am working the 'no handgun' signs on malls and retail stores does not apply. Lawful use of a firearm under the PI statutes here is (paraphrase) To protect ones self, a client or the property of either. As opposed to use to defend ones self or innocent people from severe bodily harm. In this state there are few who are in both the security and the PI business, most are one or the other due to some conflicting statutes. IIRC some states have dual licensing for PI and security. Good luck to you.
Most states have a PI association or 2. These are a great place to learn the ins and outs of license and network with other PIs. The nature of the business requires for the small agencies to work together somewhat. Often a job will arise which requires a 2 investigator, 24 hour surveillance for 5 days straight...it is nice to know some other licensees for these types of jobs.