I remember when Riffaterre gave a lecture one that I heard at Ohio State possibly, he said that jokes were not really ambiguous. He told a kind of sexist joke, like
"Steve makes love to his wife twice a week. So does his neighbor John."
It's only a joke if you understand it a certain way. If you think John makes love to his own wife, then you won't laugh.
But isn't it also true that it's only a joke because you sense the "straight" reading intended?
So joking about second amendment people dealing with Hillary is only a joke if you are talking about them shooting her. Trump's audience wouldn't laugh if they didn't understand that. If he meant that 2nd amendment gun nuts would take care of her by organizing politically against her, it makes no sense. What makes it a joke (unfunny to me of course) is not the ambiguity, but the vagueness. He doesn't even have to complete the thought because it's understood.
It also seems like you can't be provocative and then have a right to complain that people are being provoked. It's a fundamentally dishonest strategy.