The Sting is not included since it is a cop only weapon.
The general consensus is if you kill a cop/take a weapon from a cop that you wouldn't be allowed to have in city limits you are allowed to finish your declaration using that new weapon, then should make an attempt to leave.
I.E, don't stay about flexing your gun that no one else can have in city limits.
(Some mods let you stay around for a bit and start a dec or two with your new gun, so it does depend who is moderating the situation)
This all should be clarified in the rules, though that's adding to a long list of things that need to be clarified/changed in the rules.
I'm sure management will step in and clarify further if needed.