The older Steed gets, the less he seems to use guns, at least he's trying to avoid them whenever possible.
Maybe he has seen too many people get killed by the use of guns.
But it does not mean that John Steed is not using violence at all, but he tries to minimize it or to avoid lethal damage.
Whatever is in hand gets used as a weapon, a telephone can be an effective weapon so does a stone, but a man who does not believe in (fighting) rules and never fights fair has to be very resourceful.
It is a typical Steed fight who arrives without a gun at "the crime scene" in False Witness.
He enters the room, throws the bottle crate after his opponents, next takes that huge stirring spoon to attack the men, sets some hard right hooks, unarms a man with a gun...
right and left hooks
Steed using the "tiggeling weapon" in How to Succeed at....Murder, a stone, his reflexes, a bottle of Champagne used in TNA The Lion and the Unicorn and Dial a Deadly Number, reflexes again, element of surprise
gasoline and a lighter