Rule of Three Stupids:
1. Don't hang out with stupid people,
2. Don't go to stupid places, and
3. Don't do stupid things.
People don't normally borrow money from some goombah at a 30 - 50% vig for their kid's college tuition, or to make a down payment on their dream home. Here's the Big 3 for using a loan shark: gambling, drugs, sex. Feel free to prove me wrong.
The shark can't impact your credit score, nor go to court to get you to repay the principal and the vig, so he has on his payroll a large, usually armed, fellow whose job it is to ensure you have the proper motivation to repay your debt in a timely manner. If you were to kill this messenger - even in justifiable self-defense - you may as well assume you will die in the next couple of months. Next time you are visited by your banker's colleagues, there will be no note, no warning, and no chance for you to pull out your pea shooter. You will simply be assassinated, and whatever money and goods are in your possession will be taken to repay your loan. Sometimes, they may even encourage family members to pick up your marker - after you're dead and cannot repay.
If this unauthorized banker has been in business for a long time, you may also find the police are stumped trying to locate his operation and are regretfully unable to tie your muscular visitor back to the loan shark. So, getting on this board and saying you are in the right for shooting the collection agent, and that if you do, you'll be exonerated and then simply continue to protect yourself with your ccw is laughable Internet Tough Guy bravado.
Loan sharking is a deadly business like being a drug dealer. By engaging a loan shark, you have now entered their dark underworld, and your concealed handgun permit and appeals for justifiable self-defense are fatuous. You may also discover you are bringing innocent friends and relatives into your dark underworld. Be wary. Use the Rule of Three Stupids every day.