From 1941 until the end of the war, armed bands of Jewish partisans roamed through Nazi-occupied Eastern Europe, just as they roam through the imaginations of American gun enthusiasts. That didn’t stop the Holocaust either.
Even before the war started, in the 1930s, Jews sometimes attempted armed resistance to the Nazis. It was the assassination of a German diplomat by a Jewish refugee that provided Adolf Hitler with the pretext for the Kristallnacht pogrom against Jews in 1938.
There’s really only one way in which gun control is at all relevant to the history of the Holocaust. As the late historian Henry Turner forcefully argued in Hitler’s Thirty Days to Power, the last clear chance to prevent the Nazi seizure of power in 1933 would have been a military coup at the end of 1932, followed by mass arrests of members of Nazi and communist militias, and the confiscation of their weapons. You might even say that stricter control of guns and gun-carrying political groups could have prevented the Holocaust.