Been stopped on a couple of occasions but not initially because I was carrying guns .
It was due to the fact that I was acting suspiciously.
As Gavlar said , there is no marker on your car to say that you have firearms . This if I'm right is unless you have been convicted of a firearms offence in the past . A PNC check would tell them all they need to know.
The one time that I was stopped whilst in the middle of some pest control was on a secure industrial estate that had security guards , gates, cameras and barriers .. a cleaner had spotted us and phoned the police.
Extremely unlikely that you will ever be stopped on your way to the range .
However if you are going out doing some pest control it is sensible although not a necessity to inform the local police if there is any chance that someone else may call them .
I know that you don't have to , but it saves a lot of hassle .